+156.2%
PSX vs OMC
+29.7%
+126.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.5% |
| 7D | +7.8% | +1.9% | +5.9% | +7.4% |
| 30D | -10.9% | +12.2% | -23.1% | -13.0% |
| 3M | +14.5% | +0.6% | +13.9% | +14.1% |
| 6M | +56.1% | +21.0% | +35.1% | +48.5% |
| YTD | +109.6% | +12.4% | +97.2% | +102.3% |
| 1Y | +95.5% | +25.4% | +70.1% | +80.5% |
| 3Y | +156.2% | +29.2% | +127.0% | +120.2% |
| All | +156.2% | +29.7% | +126.5% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling