+20.5%
OMC vs PCOR
-30.9%
+51.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.6% |
| 7D | -6.4% | -9.0% | +2.5% | -4.6% |
| 30D | +1.1% | +4.2% | -3.1% | +0.2% |
| 3M | +10.4% | +14.4% | -4.0% | +7.0% |
| 6M | -1.7% | +0.2% | -1.9% | -3.0% |
| YTD | +4.4% | -20.3% | +24.7% | +7.2% |
| 1Y | +8.4% | -16.1% | +24.6% | +9.8% |
| 3Y | +14.4% | -14.7% | +29.1% | +12.4% |
| 5Y | +33.9% | -43.2% | +77.0% | +25.8% |
| All | +20.5% | -30.9% | +51.4% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling