DEPARTING ORH; PA31 PLT HAS AN ALTDEV DUE TO AN INCORRECT ALTIMETER SETTING.

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I WAS FLYING ALONE (USUALLY WE FLY WITH 2 PLTS) THIS DAY. I DECIDED TO GO IFR EVEN THOUGH IT WAS VFR. I INTENTIONALLY TOOK MY TIME WITH ALL PHASES OF THE FLT AND USED THE CHKLIST. THE FLT WAS TO PICK UP PAX. MY TKOF CLRNC WAS FOR RWY 29; CLB TO 2000 FT AND A L TURN TO 240 DEGS. I TOOK OFF AND WAS HANDED OFF TO BRADLEY APCH. I RPTED AT ABOUT 1200 FT. BRADLEY ASKED FOR AN IDENT AND CLRED ME TO 4000 FT. I DO NOT RECALL A 'RADAR CONTACT' AND/OR AN ALT CONFIRMATION. IT MAY HAVE BEEN GIVEN; BUT IT WAS VERY TURBULENT. BRADLEY CALLED AND SAID 'MAINTAIN 4000 FT.' I REPLIED 'MAINTAIN 4000 FT.' BRADLEY THEN INFORMED ME THAT I WAS AT 4900 FT AND ASKED MY ALT. I SAID I WAS LEVELING AT 4000 FT. BRADLEY SAID I WAS AT 5000 FT. I CHKED THE OTHER ALTIMETER AND IT READ 5000 FT. I CONFIRMED THAT I WAS AT 5000 FT AND BRADLEY SAID IT WAS OK; JUST STAY AT 5000 FT. IT WAS THEN I REALIZED I SET THE WRONG ALTIMETER SETTING IN THE L SIDE ALTIMETER BEFORE TKOF. I DON'T KNOW HOW I COULD HAVE MADE SUCH A MISTAKE. I HAVE NEVER HAD ANYTHING LIKE THIS HAPPEN IN MY MANY YRS OF FLYING. I KNOW IT WILL NEVER HAPPEN AGAIN JUST BECAUSE OF ITS VERY NATURE. 'A REALLY DUMB MISTAKE.'