+782.8%
PH vs OMC
+35.0%
+747.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.4% |
| 7D | -3.1% | -6.2% | +3.1% | +0.2% |
| 30D | -11.8% | -7.6% | -4.2% | -8.2% |
| 3M | +6.9% | +7.4% | -0.5% | +1.4% |
| 6M | -1.3% | +0.1% | -1.4% | -3.2% |
| YTD | +7.0% | +0.4% | +6.5% | +2.6% |
| 1Y | +23.1% | +7.8% | +15.3% | +11.9% |
| 3Y | +135.4% | +11.8% | +123.5% | +102.9% |
| 5Y | +250.3% | +32.5% | +217.9% | +162.1% |
| All | +782.8% | +35.0% | +747.9% | +515.1% |
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