+57.0%
OMC vs PTC
+315.4%
-258.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +6.8% | +1.3% | +5.5% | +6.5% |
| 30D | +16.2% | +1.1% | +15.1% | +15.8% |
| 3M | +6.0% | +30.1% | -24.1% | -2.1% |
| 6M | +17.7% | +34.0% | -16.3% | +7.2% |
| YTD | +13.5% | +12.8% | +0.6% | +8.0% |
| 1Y | +27.2% | +10.7% | +16.5% | +21.5% |
| 3Y | +30.4% | +29.6% | +0.8% | +17.6% |
| 5Y | +53.5% | +63.5% | -10.0% | +28.8% |
| 10Y | +57.0% | +316.7% | -259.7% | +1.8% |
| All | +57.0% | +315.4% | -258.4% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling