+31.1%
OMC vs PSLV
+190.6%
-159.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | -4.4% | -3.5% | -0.9% | -4.2% |
| 30D | -7.6% | -2.1% | -5.5% | -7.5% |
| 3M | +4.5% | -1.6% | +6.2% | +4.5% |
| 6M | -0.3% | -25.5% | +25.2% | +1.5% |
| YTD | -0.1% | -11.4% | +11.3% | -1.2% |
| 1Y | +4.6% | +48.6% | -43.9% | -1.9% |
| 3Y | +10.5% | +166.9% | -156.4% | -3.5% |
| 5Y | +31.7% | +152.4% | -120.7% | +14.5% |
| All | +31.1% | +190.6% | -159.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling