+30.9%
OMC vs PCOR
-9.2%
+40.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +6.8% | +20.7% | -13.9% | +2.6% |
| 30D | +16.2% | +35.7% | -19.5% | +9.0% |
| 3M | +6.0% | +31.1% | -25.0% | -0.1% |
| 6M | +17.7% | +43.1% | -25.4% | +8.4% |
| YTD | +13.5% | +4.8% | +8.6% | +9.8% |
| 1Y | +27.2% | -3.7% | +30.9% | +25.0% |
| 3Y | +30.4% | +46.5% | -16.1% | +16.1% |
| 5Y | +53.5% | -17.3% | +70.8% | +36.1% |
| All | +30.9% | -9.2% | +40.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling