+5,631.3%
OMC vs PPG
+2,625.9%
+3,005.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.5% |
| 7D | -4.2% | -3.7% | -0.5% | -2.7% |
| 30D | -7.5% | -7.2% | -0.3% | -4.5% |
| 3M | +4.6% | -7.3% | +12.0% | +7.8% |
| 6M | -4.8% | +0.3% | -5.1% | -5.8% |
| YTD | -1.0% | +6.5% | -7.6% | -5.3% |
| 1Y | +3.8% | +0.5% | +3.3% | +1.6% |
| 3Y | +10.2% | -15.3% | +25.5% | +15.1% |
| 5Y | +29.7% | -22.9% | +52.6% | +38.7% |
| 10Y | +32.3% | +28.4% | +3.9% | +11.4% |
| All | +5,631.3% | +2,625.9% | +3,005.4% | +1,786.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling