+31.1%
OMC vs PEG
+148.0%
-116.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -4.4% | -0.9% | -3.5% | -4.0% |
| 30D | -7.6% | -3.7% | -3.9% | -6.1% |
| 3M | +4.5% | -7.3% | +11.8% | +7.9% |
| 6M | -0.3% | -10.5% | +10.2% | +4.2% |
| YTD | -0.1% | -7.5% | +7.4% | +2.6% |
| 1Y | +4.6% | -8.7% | +13.4% | +7.9% |
| 3Y | +10.5% | +31.4% | -20.9% | -5.9% |
| 5Y | +31.7% | +37.8% | -6.1% | +7.9% |
| All | +31.1% | +148.0% | -116.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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