+50.6%
OMC vs PCOR
-12.9%
+63.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -0.3% | +2.2% | -2.4% | -0.7% |
| 30D | +10.6% | +37.4% | -26.8% | +3.1% |
| 3M | +2.6% | +33.2% | -30.6% | -4.0% |
| 6M | +16.6% | +60.6% | -44.0% | +4.3% |
| YTD | +10.9% | +6.2% | +4.7% | +6.9% |
| 1Y | +22.1% | -1.1% | +23.1% | +19.2% |
| 3Y | +27.5% | +48.4% | -20.9% | +11.9% |
| 5Y | +50.6% | -13.1% | +63.7% | +32.2% |
| All | +50.6% | -12.9% | +63.5% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling