+1,632.9%
PBR vs OMC
+249.9%
+1,382.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.5% |
| 7D | +2.5% | -5.8% | +8.2% | +5.6% |
| 30D | +19.4% | -4.8% | +24.2% | +22.0% |
| 3M | +20.8% | +9.2% | +11.6% | +12.4% |
| 6M | +23.5% | -2.5% | +26.0% | +21.8% |
| YTD | +83.4% | +2.6% | +80.8% | +72.2% |
| 1Y | +77.6% | +5.9% | +71.6% | +61.3% |
| 3Y | +99.9% | +14.2% | +85.7% | +65.5% |
| 5Y | +567.7% | +33.2% | +534.5% | +372.6% |
| 10Y | +621.5% | +33.4% | +588.1% | +394.4% |
| All | +1,632.9% | +249.9% | +1,382.9% | +575.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling