+288.8%
OMC vs PFG
+1,015.3%
-726.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.0% |
| 7D | -6.4% | +5.5% | -11.9% | -8.1% |
| 30D | +1.1% | +2.4% | -1.3% | +0.3% |
| 3M | +10.4% | +13.6% | -3.2% | +5.8% |
| 6M | -1.7% | +27.9% | -29.6% | -9.4% |
| YTD | +4.4% | +35.6% | -31.1% | -5.6% |
| 1Y | +8.4% | +48.5% | -40.0% | -5.0% |
| 3Y | +14.4% | +66.9% | -52.5% | -4.0% |
| 5Y | +33.9% | +111.0% | -77.1% | +3.6% |
| 10Y | +34.9% | +244.5% | -209.6% | -13.0% |
| All | +288.8% | +1,015.3% | -726.5% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling