+998.5%
PAAS vs OMC
+2,308.6%
-1,310.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +8.4% | +6.3% | +2.1% | +7.2% |
| 30D | -7.2% | +15.4% | -22.5% | -9.7% |
| 3M | -14.0% | +5.8% | -19.8% | -15.2% |
| 6M | -26.8% | +14.7% | -41.4% | -29.1% |
| YTD | -19.8% | +10.3% | -30.1% | -22.2% |
| 1Y | +22.8% | +23.2% | -0.4% | +16.4% |
| 3Y | +183.6% | +24.6% | +159.0% | +164.8% |
| 5Y | +73.8% | +50.1% | +23.7% | +54.1% |
| 10Y | +185.6% | +54.3% | +131.3% | +142.1% |
| All | +998.5% | +2,308.6% | -1,310.1% | +501.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling