+2,090.1%
PPL vs OMC
+6,006.3%
-3,916.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.6% |
| 7D | +2.7% | -6.4% | +9.1% | +4.2% |
| 30D | +0.5% | +1.1% | -0.7% | +0.1% |
| 3M | +0.7% | +10.4% | -9.8% | -1.9% |
| 6M | -7.6% | -1.7% | -5.9% | -7.8% |
| YTD | +1.8% | +4.4% | -2.6% | -0.4% |
| 1Y | -0.8% | +8.4% | -9.2% | -4.0% |
| 3Y | +56.9% | +14.4% | +42.5% | +47.7% |
| 5Y | +39.5% | +33.9% | +5.7% | +24.4% |
| 10Y | +55.4% | +34.9% | +20.5% | +34.5% |
| All | +2,090.1% | +6,006.3% | -3,916.2% | +1,074.2% |
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