+629.3%
ON vs PBR
+697.0%
-67.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.8% |
| 7D | +2.4% | +5.4% | -3.0% | +0.4% |
| 30D | -8.6% | +22.9% | -31.5% | -15.2% |
| 3M | -34.3% | +19.6% | -54.0% | -38.8% |
| 6M | +28.5% | +16.5% | +12.1% | +19.7% |
| YTD | +40.6% | +86.7% | -46.0% | +9.7% |
| 1Y | +55.3% | +74.7% | -19.4% | +23.7% |
| 3Y | -22.2% | +102.6% | -124.8% | -42.5% |
| 5Y | +62.4% | +566.6% | -504.2% | -29.4% |
| All | +629.3% | +697.0% | -67.6% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling