-75.2%
PCG vs OMC
+32.3%
-107.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +4.3% |
| 7D | +5.4% | -5.8% | +11.2% | +7.7% |
| 30D | -15.1% | -4.8% | -10.3% | -13.6% |
| 3M | -9.8% | +9.2% | -19.0% | -13.1% |
| 6M | -18.0% | -2.5% | -15.5% | -17.9% |
| YTD | -7.2% | +2.6% | -9.8% | -9.8% |
| 1Y | +2.9% | +5.9% | -3.1% | -1.8% |
| 3Y | -11.1% | +14.2% | -25.3% | -20.6% |
| 5Y | +61.8% | +33.2% | +28.5% | +29.1% |
| 10Y | -75.2% | +33.4% | -108.6% | -81.4% |
| All | -75.2% | +32.3% | -107.4% | -81.4% |
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