+9.5%
OMC vs PEG
+32.2%
-22.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | -4.2% | -0.1% | -4.2% | -4.2% |
| 30D | -7.5% | -1.7% | -5.8% | -7.1% |
| 3M | +4.6% | -6.8% | +11.4% | +6.4% |
| 6M | -4.8% | -11.4% | +6.5% | -2.1% |
| YTD | -1.0% | -7.2% | +6.2% | +0.4% |
| 1Y | +3.8% | -6.1% | +10.0% | +5.0% |
| All | +9.5% | +32.2% | -22.7% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling