+202.9%
PWR vs OMC
+11.1%
+191.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | -0.2% | -6.2% | +6.0% | +0.6% |
| 30D | -7.7% | -7.6% | -0.2% | -6.9% |
| 3M | -4.9% | +7.4% | -12.3% | -6.9% |
| 6M | +9.7% | +0.1% | +9.6% | +8.9% |
| YTD | +46.7% | +0.4% | +46.3% | +44.7% |
| 1Y | +58.7% | +7.8% | +50.9% | +52.5% |
| All | +202.9% | +11.1% | +191.8% | +151.0% |
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