+696.1%
PH vs OMC
+51.0%
+645.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.3% |
| 7D | +7.4% | -0.3% | +7.6% | +7.5% |
| 30D | +0.5% | +10.6% | -10.2% | -5.3% |
| 3M | -10.2% | +2.6% | -12.8% | -12.4% |
| 6M | +8.9% | +16.6% | -7.7% | -2.2% |
| YTD | +9.7% | +10.9% | -1.2% | -1.0% |
| 1Y | +12.8% | +22.1% | -9.2% | -4.4% |
| 3Y | +134.6% | +27.5% | +107.1% | +86.4% |
| 5Y | +204.5% | +50.6% | +153.9% | +110.7% |
| All | +696.1% | +51.0% | +645.1% | +417.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling