+11.1%
OMC vs PNR
-14.2%
+25.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +2.1% |
| 7D | -6.2% | -5.5% | -0.8% | -4.0% |
| 30D | -7.6% | -15.6% | +8.0% | -0.8% |
| 3M | +7.4% | -20.2% | +27.6% | +16.7% |
| 6M | +0.1% | -36.6% | +36.8% | +19.8% |
| YTD | +0.4% | -45.0% | +45.4% | +29.2% |
| 1Y | +7.8% | -47.4% | +55.2% | +41.4% |
| All | +11.1% | -14.2% | +25.3% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling