+23,761.0%
PH vs OMC
+6,006.3%
+17,754.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.9% |
| 7D | -3.1% | -6.4% | +3.3% | -0.2% |
| 30D | -3.2% | +1.1% | -4.4% | -4.0% |
| 3M | +10.6% | +10.4% | +0.2% | +4.6% |
| 6M | -2.1% | -1.7% | -0.4% | -2.8% |
| YTD | +10.2% | +4.4% | +5.7% | +4.7% |
| 1Y | +28.2% | +8.4% | +19.8% | +18.7% |
| 3Y | +134.9% | +14.4% | +120.5% | +109.2% |
| 5Y | +253.6% | +33.9% | +219.8% | +189.1% |
| 10Y | +804.7% | +34.9% | +769.9% | +621.7% |
| All | +23,761.0% | +6,006.3% | +17,754.7% | +6,203.6% |
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