+312.1%
ON vs PBR
+1,864.5%
-1,552.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -8.0% | -5.7% |
| 7D | -2.2% | +2.5% | -4.6% | -3.1% |
| 30D | -12.4% | +19.4% | -31.8% | -18.0% |
| 3M | -41.2% | +20.8% | -62.0% | -45.4% |
| 6M | +25.0% | +23.5% | +1.5% | +14.0% |
| YTD | +31.3% | +83.4% | -52.1% | +3.5% |
| 1Y | +45.4% | +77.6% | -32.1% | +15.6% |
| 3Y | -27.4% | +99.9% | -127.3% | -45.7% |
| 5Y | +58.5% | +567.7% | -509.2% | -28.2% |
| 10Y | +561.8% | +621.5% | -59.7% | +148.0% |
| All | +312.1% | +1,864.5% | -1,552.4% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling