+23.9%
OMC vs PNR
-31.2%
+55.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +4.2% |
| 7D | +12.5% | +11.9% | +0.6% | +8.8% |
| 30D | +16.3% | +37.1% | -20.8% | +5.0% |
| 3M | +8.1% | +5.7% | +2.4% | +6.8% |
| 6M | +17.2% | -5.7% | +22.8% | +18.8% |
| YTD | +11.8% | -29.8% | +41.6% | +33.1% |
| 1Y | +23.9% | -31.8% | +55.7% | +47.6% |
| All | +23.9% | -31.2% | +55.1% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling