+95.5%
PSX vs OMC
+24.0%
+71.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.8% |
| 7D | +7.8% | +1.9% | +5.9% | +7.9% |
| 30D | -10.9% | +12.2% | -23.1% | -10.4% |
| 3M | +14.5% | +0.6% | +13.9% | +14.6% |
| 6M | +56.1% | +21.0% | +35.1% | +57.0% |
| YTD | +109.6% | +12.4% | +97.2% | +109.4% |
| 1Y | +95.5% | +25.4% | +70.1% | +92.0% |
| All | +95.5% | +24.0% | +71.5% | +92.0% |
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 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