+361.6%
PSX vs OMC
+53.0%
+308.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.1% |
| 7D | +7.8% | +1.9% | +5.9% | +6.8% |
| 30D | -10.9% | +12.2% | -23.1% | -16.1% |
| 3M | +14.5% | +0.6% | +13.9% | +13.2% |
| 6M | +56.1% | +21.0% | +35.1% | +39.2% |
| YTD | +109.6% | +12.4% | +97.2% | +89.5% |
| 1Y | +95.5% | +25.4% | +70.1% | +65.6% |
| 3Y | +156.2% | +29.2% | +127.0% | +104.8% |
| 5Y | +310.0% | +52.6% | +257.4% | +173.7% |
| All | +361.6% | +53.0% | +308.7% | +180.8% |
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