-4.8%
PEP vs OMC
+29.2%
-34.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | 0.0% |
| 7D | +1.0% | +5.4% | -4.3% | +0.2% |
| 30D | +12.6% | +15.7% | -3.1% | +10.2% |
| 3M | +3.1% | +4.9% | -1.7% | +2.3% |
| 6M | -6.3% | +17.3% | -23.6% | -8.5% |
| YTD | +1.9% | +13.0% | -11.2% | -0.2% |
| 1Y | +3.3% | +24.1% | -20.8% | -0.6% |
| 3Y | -4.8% | +31.2% | -36.1% | -9.7% |
| All | -4.8% | +29.2% | -34.1% | -9.7% |
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