+15,068.3%
PCAR vs OMC
+6,006.3%
+9,062.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +1.3% |
| 7D | -0.5% | -6.4% | +5.9% | +2.5% |
| 30D | -6.2% | +1.1% | -7.3% | -7.0% |
| 3M | +5.9% | +10.4% | -4.5% | +0.3% |
| 6M | +0.4% | -1.7% | +2.1% | 0.0% |
| YTD | +14.8% | +4.4% | +10.4% | +9.3% |
| 1Y | +30.1% | +8.4% | +21.7% | +20.9% |
| 3Y | +66.7% | +14.4% | +52.3% | +48.7% |
| 5Y | +166.1% | +33.9% | +132.3% | +115.2% |
| 10Y | +353.7% | +34.9% | +318.8% | +244.6% |
| All | +15,068.3% | +6,006.3% | +9,062.0% | +3,462.4% |
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 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