+5,838.5%
OMC vs PNR
+3,553.7%
+2,284.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.9% |
| 7D | -5.8% | -3.0% | -2.7% | -4.8% |
| 30D | -4.8% | -14.9% | +10.1% | +0.3% |
| 3M | +9.2% | -19.0% | +28.3% | +16.3% |
| 6M | -2.5% | -35.9% | +33.4% | +11.7% |
| YTD | +2.6% | -43.1% | +45.7% | +22.3% |
| 1Y | +5.9% | -46.4% | +52.3% | +28.7% |
| 3Y | +14.2% | -10.8% | +25.0% | +16.4% |
| 5Y | +33.2% | -18.9% | +52.1% | +37.8% |
| 10Y | +33.4% | +64.4% | -31.0% | +7.6% |
| All | +5,838.5% | +3,553.7% | +2,284.7% | +2,566.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling