+15.2%
OMC vs PCOR
-14.4%
+29.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.6% |
| 7D | -6.4% | -9.0% | +2.5% | -4.5% |
| 30D | +1.1% | +4.2% | -3.1% | +0.2% |
| 3M | +10.4% | +14.4% | -4.0% | +6.7% |
| 6M | -1.7% | +0.2% | -1.9% | -3.2% |
| YTD | +4.4% | -20.3% | +24.7% | +7.2% |
| 1Y | +8.4% | -16.1% | +24.6% | +9.6% |
| All | +15.2% | -14.4% | +29.6% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling