+31.1%
OMC vs PNR
+66.2%
-35.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -4.4% | -6.0% | +1.7% | -1.6% |
| 30D | -7.6% | -14.0% | +6.4% | -1.1% |
| 3M | +4.5% | -21.7% | +26.2% | +15.5% |
| 6M | -0.3% | -37.3% | +37.0% | +21.2% |
| YTD | -0.1% | -45.1% | +45.0% | +29.3% |
| 1Y | +4.6% | -49.1% | +53.8% | +40.1% |
| 3Y | +10.5% | -14.8% | +25.3% | +14.4% |
| 5Y | +31.7% | -21.0% | +52.7% | +37.1% |
| All | +31.1% | +66.2% | -35.1% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling