+53.5%
OMC vs PTC
+61.7%
-8.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +6.8% | +1.3% | +5.5% | +6.4% |
| 30D | +16.2% | +1.1% | +15.1% | +15.8% |
| 3M | +6.0% | +30.1% | -24.1% | -3.0% |
| 6M | +17.7% | +34.0% | -16.3% | +5.8% |
| YTD | +13.5% | +12.8% | +0.6% | +7.8% |
| 1Y | +27.2% | +10.7% | +16.5% | +21.5% |
| 3Y | +30.4% | +29.6% | +0.8% | +13.9% |
| 5Y | +53.5% | +63.5% | -10.0% | +20.2% |
| All | +53.5% | +61.7% | -8.2% | +20.2% |
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