+561.8%
ON vs PM
+196.3%
+365.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.9% |
| 7D | -2.2% | -1.3% | -0.9% | -1.8% |
| 30D | -12.4% | -2.6% | -9.9% | -11.8% |
| 3M | -41.2% | +5.8% | -47.0% | -43.4% |
| 6M | +25.0% | +10.6% | +14.4% | +17.2% |
| YTD | +31.3% | +17.2% | +14.1% | +19.9% |
| 1Y | +45.4% | +17.6% | +27.8% | +31.4% |
| 3Y | -27.4% | +124.3% | -151.7% | -56.1% |
| 5Y | +58.5% | +125.1% | -66.6% | -6.3% |
| 10Y | +561.8% | +198.6% | +363.2% | +235.1% |
| All | +561.8% | +196.3% | +365.5% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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