+438.6%
PWR vs OMC
+31.0%
+407.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.7% |
| 7D | -0.2% | -6.2% | +6.0% | +1.3% |
| 30D | -7.7% | -7.6% | -0.2% | -6.2% |
| 3M | -4.9% | +7.4% | -12.3% | -7.8% |
| 6M | +9.7% | +0.1% | +9.6% | +8.3% |
| YTD | +46.7% | +0.4% | +46.3% | +43.5% |
| 1Y | +58.7% | +7.8% | +50.9% | +50.3% |
| 3Y | +200.7% | +11.8% | +188.9% | +172.5% |
| 5Y | +438.6% | +32.5% | +406.1% | +325.2% |
| All | +438.6% | +31.0% | +407.6% | +325.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling