+29.7%
OMC vs PHM
+152.6%
-122.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -3.2% |
| 7D | -4.2% | -3.9% | -0.4% | -3.0% |
| 30D | -7.5% | -8.6% | +1.0% | -4.8% |
| 3M | +4.6% | -2.9% | +7.6% | +5.3% |
| 6M | -4.8% | -5.7% | +0.9% | -3.7% |
| YTD | -1.0% | +1.9% | -2.9% | -3.1% |
| 1Y | +3.8% | -12.3% | +16.2% | +6.7% |
| 3Y | +10.2% | +50.8% | -40.6% | -8.6% |
| 5Y | +29.7% | +157.3% | -127.6% | -16.2% |
| All | +29.7% | +152.6% | -122.8% | -16.2% |
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