+125.1%
PM vs OMC
+32.6%
+92.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.4% |
| 7D | -1.3% | -5.8% | +4.5% | -0.5% |
| 30D | -2.6% | -4.8% | +2.3% | -1.9% |
| 3M | +5.8% | +9.2% | -3.4% | +4.6% |
| 6M | +10.6% | -2.5% | +13.0% | +10.8% |
| YTD | +17.2% | +2.6% | +14.6% | +16.4% |
| 1Y | +17.6% | +5.9% | +11.7% | +16.1% |
| 3Y | +124.3% | +14.2% | +110.1% | +113.7% |
| 5Y | +125.1% | +33.2% | +91.8% | +95.6% |
| All | +125.1% | +32.6% | +92.4% | +95.6% |
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 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