+5,947.5%
OMC vs PEG
+2,907.1%
+3,040.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.3% | -2.4% |
| 7D | -6.4% | +0.7% | -7.1% | -6.6% |
| 30D | +1.1% | -2.4% | +3.5% | +2.0% |
| 3M | +10.4% | -4.8% | +15.2% | +12.2% |
| 6M | -1.7% | -10.7% | +9.0% | +1.9% |
| YTD | +4.4% | -6.7% | +11.1% | +6.5% |
| 1Y | +8.4% | -6.8% | +15.3% | +10.5% |
| 3Y | +14.4% | +34.5% | -20.1% | +1.0% |
| 5Y | +33.9% | +35.8% | -1.9% | +16.8% |
| 10Y | +34.9% | +141.7% | -106.9% | -4.6% |
| All | +5,947.5% | +2,907.1% | +3,040.5% | +2,390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling