+30.5%
OMC vs PENG
+222.1%
-191.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | 0.0% |
| 7D | +1.6% | +1.9% | -0.3% | +1.5% |
| 30D | +15.3% | -37.8% | +53.1% | +16.2% |
| 3M | +4.5% | -14.1% | +18.6% | +4.3% |
| 6M | +20.8% | +13.1% | +7.6% | +16.3% |
| YTD | +13.5% | +151.8% | -138.3% | +1.5% |
| 1Y | +25.2% | +136.0% | -110.7% | +12.5% |
| All | +30.5% | +222.1% | -191.6% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling