+45.7%
OMC vs PENG
+597.2%
-551.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.4% | -13.2% | -1.9% |
| 7D | +6.3% | -19.4% | +25.7% | +7.7% |
| 30D | +15.4% | -42.4% | +57.8% | +20.0% |
| 3M | +5.8% | -25.6% | +31.4% | +6.8% |
| 6M | +14.7% | +7.3% | +7.4% | +7.8% |
| YTD | +10.3% | +113.9% | -103.6% | -5.5% |
| 1Y | +23.2% | +93.6% | -70.3% | +6.6% |
| 3Y | +24.6% | +170.2% | -145.6% | -1.1% |
| 5Y | +50.1% | +44.2% | +5.9% | +23.4% |
| All | +45.7% | +597.2% | -551.5% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling