+33.2%
OMC vs PTC
+1.8%
+31.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | 0.0% |
| 7D | -5.8% | -12.8% | +7.0% | -1.4% |
| 30D | -4.8% | -9.8% | +5.0% | -1.6% |
| 3M | +9.2% | -2.1% | +11.3% | +9.0% |
| 6M | -2.5% | -18.1% | +15.6% | +3.3% |
| YTD | +2.6% | -23.5% | +26.1% | +11.0% |
| 1Y | +5.9% | -37.4% | +43.3% | +22.1% |
| 3Y | +14.2% | -7.2% | +21.4% | +11.4% |
| 5Y | +33.2% | +2.7% | +30.6% | +23.8% |
| All | +33.2% | +1.8% | +31.4% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling