+58.5%
ON vs PH
+252.1%
-193.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.8% |
| 7D | -2.2% | +0.4% | -2.6% | -2.5% |
| 30D | -12.4% | -10.8% | -1.6% | -2.3% |
| 3M | -41.2% | +8.5% | -49.7% | -45.5% |
| 6M | +25.0% | +3.9% | +21.1% | +20.1% |
| YTD | +31.3% | +9.4% | +21.8% | +19.8% |
| 1Y | +45.4% | +26.8% | +18.6% | +14.1% |
| 3Y | -27.4% | +140.8% | -168.2% | -70.0% |
| 5Y | +58.5% | +253.8% | -195.3% | -55.3% |
| All | +58.5% | +252.1% | -193.6% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling