+546.8%
ON vs PEG
+167.4%
+379.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | +17.0% | +2.3% | +14.7% | +15.6% |
| 30D | -3.9% | +6.1% | -10.0% | -7.2% |
| 3M | -11.5% | -0.5% | -11.0% | -11.5% |
| 6M | -29.2% | -3.2% | -26.0% | -28.6% |
| YTD | +36.2% | -4.4% | +40.6% | +37.7% |
| 1Y | +49.6% | -7.4% | +57.0% | +54.1% |
| 3Y | +9.4% | +33.9% | -24.5% | -12.8% |
| 5Y | +25.8% | +42.3% | -16.5% | -5.6% |
| All | +546.8% | +167.4% | +379.4% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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