+138.3%
PH vs OMC
+31.0%
+107.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.9% | +1.6% | +5.3% | +6.5% |
| 30D | +1.7% | +15.3% | -13.7% | -2.4% |
| 3M | -8.1% | +4.5% | -12.6% | -9.5% |
| 6M | +11.5% | +20.8% | -9.3% | +4.5% |
| YTD | +11.4% | +13.5% | -2.1% | +6.0% |
| 1Y | +14.1% | +25.2% | -11.1% | +3.5% |
| All | +138.3% | +31.0% | +107.3% | +104.1% |
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 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