+3,908.7%
PG vs OMC
+5,772.0%
-1,863.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.1% |
| 7D | -2.7% | -6.2% | +3.5% | -1.5% |
| 30D | -1.5% | -7.6% | +6.0% | -0.1% |
| 3M | -3.4% | +7.4% | -10.8% | -5.0% |
| 6M | -7.0% | +0.1% | -7.1% | -7.4% |
| YTD | +2.0% | +0.4% | +1.5% | +0.9% |
| 1Y | -6.5% | +7.8% | -14.2% | -9.0% |
| 3Y | +1.2% | +11.8% | -10.7% | -3.5% |
| 5Y | +12.8% | +32.5% | -19.7% | +2.3% |
| 10Y | +117.7% | +34.2% | +83.4% | +90.5% |
| All | +3,908.7% | +5,772.0% | -1,863.2% | +1,673.4% |
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 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