+29.2%
OMC vs PFG
+82.7%
-53.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +1.9% | +2.4% | -0.5% | +0.6% |
| 30D | +12.2% | +5.9% | +6.3% | +8.9% |
| 3M | +0.6% | -0.4% | +1.0% | +0.6% |
| 6M | +21.0% | +14.8% | +6.2% | +12.3% |
| YTD | +12.4% | +31.9% | -19.6% | -3.2% |
| 1Y | +25.4% | +38.8% | -13.4% | +5.2% |
| 3Y | +29.2% | +82.4% | -53.2% | -14.7% |
| All | +29.2% | +82.7% | -53.5% | -14.7% |
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 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