+140.8%
PH vs OMC
+12.9%
+127.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +0.4% | -5.8% | +6.2% | +2.2% |
| 30D | -10.8% | -4.8% | -6.0% | -9.6% |
| 3M | +8.5% | +9.2% | -0.8% | +4.7% |
| 6M | +3.9% | -2.5% | +6.4% | +4.2% |
| YTD | +9.4% | +2.6% | +6.9% | +7.2% |
| 1Y | +26.8% | +5.9% | +20.8% | +21.6% |
| 3Y | +140.8% | +14.2% | +126.6% | +103.8% |
| All | +140.8% | +12.9% | +127.9% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling