+80.9%
OMC vs PFGC
+419.1%
-338.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -6.4% | -2.2% | -4.2% | -5.9% |
| 30D | +1.1% | -11.9% | +13.1% | +4.2% |
| 3M | +10.4% | +5.0% | +5.4% | +9.0% |
| 6M | -1.7% | +8.6% | -10.3% | -4.1% |
| YTD | +4.4% | +9.7% | -5.2% | +1.0% |
| 1Y | +8.4% | -6.3% | +14.7% | +9.1% |
| 3Y | +14.4% | +58.2% | -43.8% | +0.4% |
| 5Y | +33.9% | +110.4% | -76.6% | +8.0% |
| 10Y | +34.9% | +272.8% | -237.9% | -2.4% |
| All | +80.9% | +419.1% | -338.2% | +21.5% |
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