+30.5%
OMC vs PFGC
+108.3%
-77.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | -4.2% | -3.7% | -0.5% | -2.9% |
| 30D | -7.5% | -16.0% | +8.5% | -1.8% |
| 3M | +4.6% | -4.1% | +8.8% | +6.0% |
| 6M | -4.8% | +8.7% | -13.5% | -8.3% |
| YTD | -1.0% | +6.4% | -7.4% | -5.0% |
| 1Y | +3.8% | -8.4% | +12.2% | +5.8% |
| 3Y | +10.2% | +61.8% | -51.5% | -11.7% |
| All | +30.5% | +108.3% | -77.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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