+30.2%
OMC vs PPG
-24.1%
+54.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.4% | -6.2% | +1.9% | -1.5% |
| 30D | -7.6% | -7.9% | +0.3% | -4.1% |
| 3M | +4.5% | -10.2% | +14.7% | +9.6% |
| 6M | -0.3% | +2.7% | -2.9% | -2.6% |
| YTD | -0.1% | +4.9% | -5.0% | -4.9% |
| 1Y | +4.6% | -3.2% | +7.8% | +3.6% |
| 3Y | +10.5% | -17.0% | +27.5% | +16.5% |
| All | +30.2% | -24.1% | +54.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling