+14.2%
OMC vs PTC
-8.0%
+22.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -0.1% |
| 7D | -5.8% | -12.8% | +7.0% | -1.6% |
| 30D | -4.8% | -9.8% | +5.0% | -1.8% |
| 3M | +9.2% | -2.1% | +11.3% | +9.0% |
| 6M | -2.5% | -18.1% | +15.6% | +3.0% |
| YTD | +2.6% | -23.5% | +26.1% | +10.4% |
| 1Y | +5.9% | -37.4% | +43.3% | +20.7% |
| 3Y | +14.2% | -7.2% | +21.4% | +7.5% |
| All | +14.2% | -8.0% | +22.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling