-28.3%
ON vs PBR
+101.4%
-129.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -4.7% | +4.2% | -9.0% | -5.7% |
| 30D | -13.5% | +22.7% | -36.2% | -18.1% |
| 3M | -36.3% | +21.5% | -57.8% | -39.8% |
| 6M | +17.8% | +24.0% | -6.2% | +8.7% |
| YTD | +29.6% | +88.2% | -58.7% | +2.0% |
| 1Y | +45.8% | +74.8% | -29.0% | +17.5% |
| All | -28.3% | +101.4% | -129.7% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling