+31.8%
OMC vs PTC
+200.2%
-168.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -6.2% | -14.2% | +8.0% | -2.4% |
| 30D | -7.6% | -14.4% | +6.9% | -3.7% |
| 3M | +7.4% | -4.7% | +12.1% | +8.1% |
| 6M | +0.1% | -19.3% | +19.5% | +5.2% |
| YTD | +0.4% | -26.1% | +26.5% | +7.9% |
| 1Y | +7.8% | -37.1% | +44.8% | +20.4% |
| 3Y | +11.8% | -10.4% | +22.2% | +12.3% |
| 5Y | +32.5% | +2.5% | +30.0% | +26.6% |
| All | +31.8% | +200.2% | -168.4% | -7.5% |
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