+49.2%
OMC vs PENG
+661.7%
-612.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.3% | -6.8% | +1.7% |
| 7D | +5.4% | -3.8% | +9.2% | +5.1% |
| 30D | +15.7% | -40.1% | +55.8% | +20.1% |
| 3M | +4.9% | -21.8% | +26.7% | +5.5% |
| 6M | +17.3% | +3.3% | +13.9% | +11.1% |
| YTD | +13.0% | +133.6% | -120.6% | -3.9% |
| 1Y | +24.1% | +110.7% | -86.6% | +6.5% |
| 3Y | +31.2% | +204.3% | -173.0% | +2.9% |
| 5Y | +53.4% | +54.4% | -1.0% | +25.4% |
| All | +49.2% | +661.7% | -612.4% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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