+378.1%
PSX vs OMC
+34.2%
+343.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | +1.7% | -4.4% | +6.1% | +3.8% |
| 30D | +15.6% | -7.6% | +23.2% | +19.6% |
| 3M | +46.5% | +4.5% | +41.9% | +41.3% |
| 6M | +55.0% | -0.3% | +55.3% | +52.3% |
| YTD | +105.3% | -0.1% | +105.4% | +97.4% |
| 1Y | +101.6% | +4.6% | +97.0% | +87.1% |
| 3Y | +134.1% | +10.5% | +123.7% | +103.5% |
| 5Y | +368.7% | +31.7% | +337.0% | +239.6% |
| All | +378.1% | +34.2% | +343.9% | +215.0% |
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