+207.2%
ON vs PEG
+1,118.0%
-910.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | +17.0% | +2.3% | +14.7% | +15.8% |
| 30D | -3.9% | +6.1% | -10.0% | -6.7% |
| 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% | +53.6% |
| 3Y | +9.4% | +33.9% | -24.5% | -8.1% |
| 5Y | +25.8% | +42.3% | -16.5% | +1.5% |
| 10Y | +557.1% | +166.4% | +390.8% | +289.2% |
| All | +207.2% | +1,118.0% | -910.8% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling