+359.1%
PCAR vs OMC
+32.3%
+326.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.0% |
| 7D | 0.0% | -5.8% | +5.8% | +2.5% |
| 30D | -7.7% | -4.8% | -2.9% | -6.0% |
| 3M | +3.7% | +9.2% | -5.5% | -0.7% |
| 6M | +2.3% | -2.5% | +4.8% | +2.4% |
| YTD | +12.8% | +2.6% | +10.2% | +9.0% |
| 1Y | +27.8% | +5.9% | +21.8% | +21.0% |
| 3Y | +61.8% | +14.2% | +47.6% | +45.8% |
| 5Y | +168.2% | +33.2% | +135.0% | +120.1% |
| 10Y | +359.1% | +33.4% | +325.7% | +260.4% |
| All | +359.1% | +32.3% | +326.8% | +260.4% |
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