+72.9%
PBR vs OMC
+24.5%
+48.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.2% | -12.2% | -6.6% |
| 7D | -11.0% | +12.5% | -23.5% | -10.4% |
| 30D | -18.8% | +16.3% | -35.1% | -17.9% |
| 3M | +7.8% | +8.1% | -0.2% | +8.2% |
| 6M | -7.6% | +17.2% | -24.7% | -7.5% |
| YTD | +72.7% | +11.8% | +60.9% | +69.5% |
| 1Y | +72.9% | +23.9% | +49.0% | +76.9% |
| All | +72.9% | +24.5% | +48.4% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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