-22.2%
PFE vs OMC
+32.6%
-54.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -2.7% | -5.8% | +3.1% | -1.6% |
| 30D | +3.8% | -4.8% | +8.7% | +4.8% |
| 3M | +10.4% | +9.2% | +1.1% | +8.1% |
| 6M | +6.3% | -2.5% | +8.7% | +6.3% |
| YTD | +17.4% | +2.6% | +14.8% | +15.9% |
| 1Y | +21.1% | +5.9% | +15.2% | +18.3% |
| 3Y | -1.6% | +14.2% | -15.8% | -6.1% |
| 5Y | -22.2% | +33.2% | -55.4% | -27.0% |
| All | -22.2% | +32.6% | -54.8% | -27.0% |
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 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