+1,149.3%
PSX vs OMC
+186.0%
+963.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.8% |
| 7D | +6.4% | -0.3% | +6.7% | +6.5% |
| 30D | -10.2% | +10.6% | -20.8% | -15.1% |
| 3M | +17.2% | +2.6% | +14.6% | +14.6% |
| 6M | +51.8% | +16.6% | +35.1% | +37.2% |
| YTD | +108.0% | +10.9% | +97.1% | +88.3% |
| 1Y | +96.1% | +22.1% | +74.1% | +67.3% |
| 3Y | +155.9% | +27.5% | +128.4% | +104.6% |
| 5Y | +306.9% | +50.6% | +256.3% | +173.3% |
| 10Y | +364.5% | +51.7% | +312.9% | +189.7% |
| All | +1,149.3% | +186.0% | +963.2% | +402.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling