+96.9%
PSX vs OMC
+24.5%
+72.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.2% | -9.7% | -4.2% |
| 7D | -5.2% | +12.5% | -17.7% | -4.6% |
| 30D | -3.7% | +16.3% | -20.0% | -3.0% |
| 3M | +26.8% | +8.1% | +18.7% | +27.2% |
| 6M | +47.3% | +17.2% | +30.2% | +47.9% |
| YTD | +105.4% | +11.8% | +93.7% | +105.3% |
| 1Y | +96.9% | +23.9% | +73.0% | +94.3% |
| All | +96.9% | +24.5% | +72.4% | +94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling