+31.1%
OMC vs PNC
+279.5%
-248.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -4.4% | -0.6% | -3.8% | -4.1% |
| 30D | -7.6% | -4.4% | -3.2% | -5.6% |
| 3M | +4.5% | +5.2% | -0.7% | +1.9% |
| 6M | -0.3% | +20.6% | -20.9% | -9.5% |
| YTD | -0.1% | +19.8% | -19.9% | -9.7% |
| 1Y | +4.6% | +24.4% | -19.8% | -7.5% |
| 3Y | +10.5% | +131.2% | -120.8% | -30.2% |
| 5Y | +31.7% | +53.1% | -21.4% | +0.8% |
| All | +31.1% | +279.5% | -248.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 10y: compounded portfolio wealth divided by compounded PNC 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…
10y analysis · Full analysis span regression · 6 months rolling