+52.4%
OMC vs PHM
+158.6%
-106.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.9% | -4.1% | +6.0% | +3.3% |
| 30D | +12.2% | +16.1% | -3.9% | +6.8% |
| 3M | +0.6% | -2.5% | +3.1% | +1.2% |
| 6M | +21.0% | +12.9% | +8.1% | +15.6% |
| YTD | +12.4% | +9.0% | +3.3% | +7.4% |
| 1Y | +25.4% | +8.2% | +17.2% | +19.9% |
| 3Y | +29.2% | +58.4% | -29.3% | +5.3% |
| All | +52.4% | +158.6% | -106.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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