+52.4%
OMC vs PEG
+43.5%
+8.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +1.9% | +4.5% | -2.6% | +0.4% |
| 30D | +12.2% | +7.5% | +4.7% | +9.7% |
| 3M | +0.6% | +0.8% | -0.3% | +0.2% |
| 6M | +21.0% | 0.0% | +21.0% | +20.7% |
| YTD | +12.4% | -3.0% | +15.4% | +12.8% |
| 1Y | +25.4% | -4.7% | +30.2% | +26.6% |
| 3Y | +29.2% | +36.5% | -7.3% | +12.1% |
| All | +52.4% | +43.5% | +8.9% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling