+3,260.6%
PEP vs OMC
+6,508.1%
-3,247.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | -0.1% |
| 7D | +1.0% | +5.4% | -4.3% | 0.0% |
| 30D | +12.6% | +15.7% | -3.1% | +9.3% |
| 3M | +3.1% | +4.9% | -1.7% | +2.0% |
| 6M | -6.3% | +17.3% | -23.6% | -9.6% |
| YTD | +1.9% | +13.0% | -11.2% | -1.8% |
| 1Y | +3.3% | +24.1% | -20.8% | -2.4% |
| 3Y | -4.8% | +31.2% | -36.1% | -12.3% |
| 5Y | +2.0% | +53.4% | -51.3% | -10.5% |
| 10Y | +80.3% | +55.5% | +24.8% | +52.6% |
| All | +3,260.6% | +6,508.1% | -3,247.5% | +1,144.0% |
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