+251.1%
PH vs OMC
+29.1%
+222.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.8% |
| 7D | 0.0% | -4.2% | +4.2% | +1.8% |
| 30D | -10.3% | -7.5% | -2.8% | -7.5% |
| 3M | +5.1% | +4.6% | +0.4% | +2.0% |
| 6M | +2.3% | -4.8% | +7.1% | +3.2% |
| YTD | +8.7% | -1.0% | +9.7% | +6.4% |
| 1Y | +26.8% | +3.8% | +22.9% | +19.9% |
| 3Y | +139.2% | +10.2% | +129.0% | +111.6% |
| 5Y | +251.1% | +29.7% | +221.4% | +167.1% |
| All | +251.1% | +29.1% | +222.0% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling