+23.9%
OMC vs PTC
+0.1%
+23.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.1% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | +16.3% | +1.5% | +14.8% | +15.9% |
| 3M | +8.1% | +37.8% | -29.7% | +0.1% |
| 6M | +17.2% | +41.2% | -24.1% | +6.6% |
| YTD | +11.8% | +12.0% | -0.3% | +8.2% |
| 1Y | +23.9% | +1.6% | +22.3% | +19.9% |
| All | +23.9% | +0.1% | +23.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling