+2.0%
PEP vs OMC
+53.7%
-51.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.1% |
| 3M | +3.1% | +4.9% | -1.7% | +2.3% |
| 6M | -6.3% | +17.3% | -23.6% | -8.7% |
| YTD | +1.9% | +13.0% | -11.2% | -0.5% |
| 1Y | +3.3% | +24.1% | -20.8% | -0.8% |
| 3Y | -4.8% | +31.2% | -36.1% | -10.6% |
| 5Y | +2.0% | +53.4% | -51.3% | -9.1% |
| All | +2.0% | +53.7% | -51.7% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling