+49.6%
OMC vs PCOR
-19.6%
+69.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | +6.3% | +22.7% | -16.4% | +1.5% |
| 30D | +15.4% | +37.5% | -22.1% | +7.5% |
| 3M | +5.8% | +35.2% | -29.4% | -1.3% |
| 6M | +14.7% | +42.2% | -27.6% | +5.2% |
| YTD | +10.3% | +3.6% | +6.7% | +6.9% |
| 1Y | +23.2% | -4.8% | +28.0% | +21.3% |
| 3Y | +24.6% | +48.3% | -23.7% | +9.4% |
| All | +49.6% | -19.6% | +69.3% | +32.1% |
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