+35.1%
OMC vs PR
+433.6%
-398.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | -6.4% | +2.9% | -9.3% | -6.8% |
| 30D | +1.1% | +18.0% | -16.9% | -1.3% |
| 3M | +10.4% | +16.9% | -6.5% | +7.6% |
| 6M | -1.7% | +28.2% | -29.9% | -5.9% |
| YTD | +4.4% | +69.3% | -64.9% | -4.3% |
| 1Y | +8.4% | +69.5% | -61.1% | -0.9% |
| 3Y | +14.4% | +81.7% | -67.3% | +1.6% |
| All | +35.1% | +433.6% | -398.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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