+9.5%
OMC vs PFG
+67.4%
-57.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.0% |
| 7D | -4.2% | +3.2% | -7.4% | -5.8% |
| 30D | -7.5% | +0.9% | -8.4% | -8.0% |
| 3M | +4.6% | +7.7% | -3.1% | +0.5% |
| 6M | -4.8% | +29.0% | -33.8% | -16.7% |
| YTD | -1.0% | +32.5% | -33.5% | -14.7% |
| 1Y | +3.8% | +47.3% | -43.5% | -15.6% |
| All | +9.5% | +67.4% | -57.9% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling