+23.9%
OMC vs PFG
+46.8%
-22.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +3.0% |
| 7D | +12.5% | +4.9% | +7.6% | +9.7% |
| 30D | +16.3% | +5.7% | +10.6% | +12.9% |
| 3M | +8.1% | +2.6% | +5.5% | +6.5% |
| 6M | +17.2% | +19.8% | -2.6% | +6.4% |
| YTD | +11.8% | +36.3% | -24.5% | -4.7% |
| 1Y | +23.9% | +47.9% | -24.0% | +4.7% |
| All | +23.9% | +46.8% | -22.9% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling