+94.6%
OMC vs PFGC
+485.1%
-390.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +1.9% | +3.4% | -1.5% | +1.0% |
| 30D | +12.2% | +16.9% | -4.7% | +7.8% |
| 3M | +0.6% | +6.4% | -5.8% | -1.1% |
| 6M | +21.0% | +16.0% | +5.0% | +16.2% |
| YTD | +12.4% | +23.6% | -11.3% | +5.3% |
| 1Y | +25.4% | +16.6% | +8.8% | +19.2% |
| 3Y | +29.2% | +82.3% | -53.1% | +9.5% |
| 5Y | +52.6% | +138.7% | -86.1% | +19.3% |
| 10Y | +53.6% | +352.8% | -299.2% | +6.6% |
| All | +94.6% | +485.1% | -390.5% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling