+2,521.4%
PWR vs OMC
+34.2%
+2,487.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.4% |
| 7D | +4.2% | -4.4% | +8.6% | +5.9% |
| 30D | -4.0% | -7.6% | +3.6% | -1.4% |
| 3M | -4.8% | +4.5% | -9.3% | -8.0% |
| 6M | +14.6% | -0.3% | +14.9% | +12.4% |
| YTD | +54.2% | -0.1% | +54.4% | +49.3% |
| 1Y | +67.1% | +4.6% | +62.5% | +56.7% |
| 3Y | +218.5% | +10.5% | +208.0% | +182.0% |
| 5Y | +466.3% | +31.7% | +434.6% | +341.0% |
| All | +2,521.4% | +34.2% | +2,487.2% | +1,801.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling