+35.3%
PFE vs OMC
+34.5%
+0.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.9% |
| 7D | -2.7% | -5.8% | +3.1% | -1.4% |
| 30D | +3.8% | -4.8% | +8.7% | +4.9% |
| 3M | +10.4% | +9.2% | +1.1% | +7.7% |
| 6M | +6.3% | -2.5% | +8.7% | +6.3% |
| YTD | +17.4% | +2.6% | +14.8% | +15.4% |
| 1Y | +21.1% | +5.9% | +15.2% | +17.7% |
| 3Y | -1.6% | +14.2% | -15.8% | -7.2% |
| 5Y | -22.2% | +33.2% | -55.4% | -31.1% |
| All | +35.3% | +34.5% | +0.8% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling