-76.7%
PCG vs OMC
+56.1%
-132.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.4% |
| 7D | -1.1% | +5.4% | -6.4% | -3.0% |
| 30D | +0.1% | +15.7% | -15.6% | -5.3% |
| 3M | -24.4% | +4.9% | -29.3% | -25.9% |
| 6M | -17.7% | +17.3% | -34.9% | -23.1% |
| YTD | -17.4% | +13.0% | -30.4% | -22.7% |
| 1Y | -19.4% | +24.1% | -43.5% | -27.5% |
| 3Y | -18.6% | +31.2% | -49.8% | -31.2% |
| 5Y | +10.2% | +53.4% | -43.1% | -16.9% |
| 10Y | -76.7% | +55.5% | -132.2% | -83.6% |
| All | -76.7% | +56.1% | -132.8% | -83.6% |
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