+3,449.8%
PFE vs OMC
+6,536.5%
-3,086.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.0% | +1.6% | -4.5% | -3.4% |
| 30D | +5.2% | +15.3% | -10.1% | +1.3% |
| 3M | +12.2% | +4.5% | +7.8% | +10.7% |
| 6M | +17.8% | +20.8% | -3.0% | +11.3% |
| YTD | +26.2% | +13.5% | +12.7% | +20.3% |
| 1Y | +23.2% | +25.2% | -2.1% | +14.2% |
| 3Y | +21.3% | +30.5% | -9.2% | +9.7% |
| 5Y | -23.1% | +52.7% | -75.8% | -34.7% |
| 10Y | +50.7% | +55.2% | -4.5% | +21.8% |
| All | +3,449.8% | +6,536.5% | -3,086.6% | +1,268.9% |
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