+3,269.6%
PEP vs OMC
+6,384.1%
-3,114.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +11.8% | +10.6% | +1.1% | +9.4% |
| 3M | +3.7% | +2.6% | +1.1% | +3.0% |
| 6M | -4.3% | +16.6% | -20.9% | -7.6% |
| YTD | +2.1% | +10.9% | -8.8% | -1.1% |
| 1Y | +2.5% | +22.1% | -19.6% | -2.8% |
| 3Y | -5.0% | +27.5% | -32.5% | -11.9% |
| 5Y | +2.9% | +50.6% | -47.8% | -9.4% |
| 10Y | +87.9% | +51.7% | +36.3% | +59.9% |
| All | +3,269.6% | +6,384.1% | -3,114.5% | +1,152.2% |
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