-21.5%
PFE vs OMC
+49.2%
-70.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -3.7% | +6.3% | -10.0% | -4.9% |
| 30D | +5.0% | +15.4% | -10.4% | +2.0% |
| 3M | +12.2% | +5.8% | +6.4% | +10.7% |
| 6M | +14.6% | +14.7% | -0.1% | +11.0% |
| YTD | +24.1% | +10.3% | +13.8% | +20.7% |
| 1Y | +26.6% | +23.2% | +3.3% | +19.9% |
| 3Y | +14.3% | +24.6% | -10.3% | +7.2% |
| All | -21.5% | +49.2% | -70.7% | -21.6% |
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