+662.0%
PBR vs OMC
+34.2%
+627.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | +5.4% | -4.4% | +9.7% | +7.4% |
| 30D | +22.9% | -7.6% | +30.5% | +26.7% |
| 3M | +19.6% | +4.5% | +15.1% | +15.0% |
| 6M | +16.5% | -0.3% | +16.7% | +14.0% |
| YTD | +86.7% | -0.1% | +86.8% | +79.7% |
| 1Y | +74.7% | +4.6% | +70.1% | +62.5% |
| 3Y | +102.6% | +10.5% | +92.1% | +73.9% |
| 5Y | +566.6% | +31.7% | +534.9% | +375.1% |
| All | +662.0% | +34.2% | +627.8% | +390.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling