+52.4%
OMC vs PENG
+56.5%
-4.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.6% |
| 7D | +1.9% | +13.2% | -11.4% | +1.1% |
| 30D | +12.2% | -29.9% | +42.1% | +14.1% |
| 3M | +0.6% | -22.2% | +22.8% | +1.0% |
| 6M | +21.0% | -1.9% | +22.9% | +15.8% |
| YTD | +12.4% | +142.1% | -129.8% | -4.6% |
| 1Y | +25.4% | +151.5% | -126.1% | +5.8% |
| 3Y | +29.2% | +206.9% | -177.7% | -0.4% |
| All | +52.4% | +56.5% | -4.2% | +25.7% |
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