+49.6%
OMC vs PENG
+42.1%
+7.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -1.5% |
| 7D | +6.3% | -19.4% | +25.7% | +7.2% |
| 30D | +15.4% | -42.4% | +57.8% | +18.7% |
| 3M | +5.8% | -25.6% | +31.4% | +6.4% |
| 6M | +14.7% | +7.3% | +7.4% | +7.6% |
| YTD | +10.3% | +113.9% | -103.6% | -5.6% |
| 1Y | +23.2% | +93.6% | -70.3% | +6.5% |
| 3Y | +24.6% | +170.2% | -145.6% | -3.1% |
| All | +49.6% | +42.1% | +7.5% | +23.7% |
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