+135.3%
PSX vs OMC
+9.5%
+125.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.3% |
| 7D | +1.8% | -4.2% | +6.1% | +2.7% |
| 30D | +21.6% | -7.5% | +29.1% | +23.4% |
| 3M | +46.5% | +4.6% | +41.8% | +43.8% |
| 6M | +62.0% | -4.8% | +66.8% | +62.6% |
| YTD | +106.3% | -1.0% | +107.3% | +104.4% |
| 1Y | +103.0% | +3.8% | +99.1% | +96.4% |
| All | +135.3% | +9.5% | +125.9% | +111.0% |
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 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