+24,016.6%
PH vs OMC
+6,536.5%
+17,480.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +6.9% | +1.6% | +5.3% | +6.2% |
| 30D | +1.7% | +15.3% | -13.7% | -5.2% |
| 3M | -8.1% | +4.5% | -12.6% | -10.8% |
| 6M | +11.5% | +20.8% | -9.3% | +0.2% |
| YTD | +11.4% | +13.5% | -2.1% | +1.2% |
| 1Y | +14.1% | +25.2% | -11.1% | -1.4% |
| 3Y | +138.2% | +30.5% | +107.8% | +98.2% |
| 5Y | +216.0% | +52.7% | +163.3% | +141.7% |
| 10Y | +710.0% | +55.2% | +654.7% | +502.7% |
| All | +24,016.6% | +6,536.5% | +17,480.1% | +5,991.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling