+47.6%
ON vs PBR
+74.7%
-27.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.0% | +5.1% | -2.3% |
| 7D | -5.8% | -11.0% | +5.2% | -6.4% |
| 30D | -17.1% | -18.8% | +1.7% | -18.2% |
| 3M | -11.8% | +7.8% | -19.6% | -11.5% |
| 6M | -30.2% | -7.6% | -22.6% | -30.7% |
| YTD | +31.6% | +72.7% | -41.1% | +26.2% |
| 1Y | +47.6% | +72.9% | -25.4% | +42.0% |
| All | +47.6% | +74.7% | -27.2% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling