+1,131.3%
PSX vs OMC
+164.5%
+966.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.5% |
| 7D | +2.8% | -5.8% | +8.6% | +5.7% |
| 30D | +27.8% | -4.8% | +32.6% | +30.5% |
| 3M | +42.0% | +9.2% | +32.8% | +33.8% |
| 6M | +58.1% | -2.5% | +60.6% | +57.2% |
| YTD | +105.0% | +2.6% | +102.5% | +94.2% |
| 1Y | +104.9% | +5.9% | +99.0% | +88.6% |
| 3Y | +134.1% | +14.2% | +119.9% | +99.4% |
| 5Y | +363.8% | +33.2% | +330.6% | +235.7% |
| 10Y | +370.1% | +33.4% | +336.7% | +216.5% |
| All | +1,131.3% | +164.5% | +966.8% | +418.5% |
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