+591.8%
ON vs PH
+795.7%
-203.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.5% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -11.0% | -10.3% | -0.7% | -2.0% |
| 3M | -39.3% | +5.1% | -44.4% | -41.7% |
| 6M | +19.8% | +2.3% | +17.5% | +17.3% |
| YTD | +31.1% | +8.7% | +22.4% | +21.4% |
| 1Y | +46.0% | +26.8% | +19.2% | +17.0% |
| 3Y | -27.5% | +139.2% | -166.7% | -67.3% |
| 5Y | +56.9% | +251.1% | -194.2% | -49.2% |
| 10Y | +591.8% | +812.6% | -220.8% | +16.7% |
| All | +591.8% | +795.7% | -203.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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