-13.8%
PCG vs OMC
+14.6%
-28.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.9% |
| 7D | -13.9% | -6.4% | -7.4% | -12.8% |
| 30D | -16.9% | +1.1% | -18.0% | -17.0% |
| 3M | -14.7% | +10.4% | -25.1% | -16.2% |
| 6M | -23.8% | -1.7% | -22.1% | -23.7% |
| YTD | -10.5% | +4.4% | -14.9% | -11.4% |
| 1Y | -5.1% | +8.4% | -13.6% | -7.0% |
| All | -13.8% | +14.6% | -28.4% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling