+12,760.8%
PCAR vs OMC
+6,508.1%
+6,252.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.5% |
| 7D | +2.9% | +5.4% | -2.5% | +0.5% |
| 30D | -2.1% | +15.7% | -17.9% | -8.7% |
| 3M | -20.4% | +4.9% | -25.3% | -22.4% |
| 6M | -7.0% | +17.3% | -24.2% | -14.7% |
| YTD | -2.6% | +13.0% | -15.7% | -10.9% |
| 1Y | +9.8% | +24.1% | -14.3% | -4.2% |
| 3Y | +37.3% | +31.2% | +6.0% | +14.7% |
| 5Y | +116.4% | +53.4% | +63.1% | +64.1% |
| 10Y | +293.0% | +55.5% | +237.4% | +178.5% |
| All | +12,760.8% | +6,508.1% | +6,252.7% | +2,806.1% |
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