+89.2%
PCG vs OMC
+6,536.5%
-6,447.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | +1.6% | -3.8% | -2.6% |
| 30D | -0.5% | +15.3% | -15.8% | -4.0% |
| 3M | -24.0% | +4.5% | -28.4% | -24.9% |
| 6M | -18.6% | +20.8% | -39.4% | -22.8% |
| YTD | -17.7% | +13.5% | -31.2% | -21.2% |
| 1Y | -20.0% | +25.2% | -45.2% | -25.5% |
| 3Y | -20.2% | +30.5% | -50.7% | -27.5% |
| 5Y | +8.4% | +52.7% | -44.3% | -6.5% |
| 10Y | -76.4% | +55.2% | -131.6% | -80.1% |
| All | +89.2% | +6,536.5% | -6,447.2% | -7.1% |
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