+19.5%
PFE vs OMC
+24.0%
-4.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -1.7% | +1.9% | -3.6% | -1.9% |
| 30D | +0.3% | +12.2% | -11.9% | -1.2% |
| 3M | +9.4% | +0.6% | +8.8% | +9.1% |
| 6M | +14.9% | +21.0% | -6.1% | +12.1% |
| YTD | +23.8% | +12.4% | +11.4% | +22.9% |
| 1Y | +19.5% | +25.4% | -5.9% | +15.1% |
| All | +19.5% | +24.0% | -4.5% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling