+35.1%
OMC vs PENG
+115.2%
-80.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.4% | -8.9% | -3.0% |
| 7D | -6.4% | +4.5% | -11.0% | -6.8% |
| 30D | +1.1% | -7.1% | +8.2% | +1.5% |
| 3M | +10.4% | -27.3% | +37.7% | +11.5% |
| 6M | -1.7% | +169.6% | -171.3% | -16.0% |
| YTD | +4.4% | +164.6% | -160.2% | -10.7% |
| 1Y | +8.4% | +109.5% | -101.0% | -5.3% |
| 3Y | +14.4% | +98.9% | -84.5% | -5.4% |
| All | +35.1% | +115.2% | -80.1% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling