+74.7%
PBR vs OMC
+7.0%
+67.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.9% |
| 7D | +5.4% | -4.4% | +9.7% | +5.1% |
| 30D | +22.9% | -7.6% | +30.5% | +22.3% |
| 3M | +19.6% | +4.5% | +15.1% | +18.9% |
| 6M | +16.5% | -0.3% | +16.7% | +15.8% |
| YTD | +86.7% | -0.1% | +86.8% | +83.3% |
| 1Y | +74.7% | +4.6% | +70.1% | +74.5% |
| All | +74.7% | +7.0% | +67.7% | +74.5% |
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