+29.7%
OMC vs PFG
+109.8%
-80.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.9% |
| YTD | -1.0% | +32.5% | -33.5% | -14.9% |
| 1Y | +3.8% | +47.3% | -43.5% | -15.9% |
| 3Y | +10.2% | +68.2% | -58.0% | -18.3% |
| 5Y | +29.7% | +108.5% | -78.8% | -19.0% |
| All | +29.7% | +109.8% | -80.1% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling