+211.8%
PM vs OMC
+29.9%
+182.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.4% |
| 7D | -1.2% | -4.2% | +3.0% | -0.1% |
| 30D | -0.2% | -7.5% | +7.3% | +1.8% |
| 3M | +4.9% | +4.6% | +0.3% | +3.3% |
| 6M | +9.0% | -4.8% | +13.9% | +9.9% |
| YTD | +17.8% | -1.0% | +18.8% | +16.6% |
| 1Y | +16.8% | +3.8% | +13.0% | +13.7% |
| 3Y | +125.4% | +10.2% | +115.2% | +109.0% |
| 5Y | +128.7% | +29.7% | +99.0% | +93.2% |
| 10Y | +211.8% | +32.3% | +179.5% | +139.1% |
| All | +211.8% | +29.9% | +182.0% | +139.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling