+3.8%
OMC vs PTC
-39.6%
+43.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.4% |
| 7D | -4.2% | -13.6% | +9.3% | +0.5% |
| 30D | -7.5% | -14.7% | +7.2% | -2.6% |
| 3M | +4.6% | -5.9% | +10.5% | +5.7% |
| 6M | -4.8% | -21.1% | +16.3% | +3.6% |
| YTD | -1.0% | -26.0% | +25.0% | +7.0% |
| 1Y | +3.8% | -36.8% | +40.7% | +16.3% |
| All | +3.8% | -39.6% | +43.5% | +16.3% |
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