+1,269.9%
PAAS vs OMC
+2,180.6%
-910.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.9% |
| 7D | -2.9% | -6.4% | +3.5% | -1.7% |
| 30D | +6.8% | +1.1% | +5.7% | +6.4% |
| 3M | -2.9% | +10.4% | -13.3% | -5.1% |
| 6M | -16.4% | -1.7% | -14.7% | -16.6% |
| YTD | 0.0% | +4.4% | -4.4% | -1.8% |
| 1Y | +54.3% | +8.4% | +45.9% | +49.9% |
| 3Y | +230.7% | +14.4% | +216.3% | +214.2% |
| 5Y | +111.6% | +33.9% | +77.8% | +92.0% |
| 10Y | +211.7% | +34.9% | +176.9% | +172.3% |
| All | +1,269.9% | +2,180.6% | -910.7% | +659.2% |
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