-4.4%
ON vs PM
+144.1%
-148.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.1% |
| 7D | -11.7% | -5.2% | -6.4% | -12.7% |
| 30D | -23.3% | +2.7% | -26.0% | -22.6% |
| 3M | -19.2% | +6.1% | -25.3% | -17.7% |
| 6M | -40.1% | +18.0% | -58.1% | -38.0% |
| YTD | +16.9% | +26.6% | -9.7% | +22.7% |
| 1Y | +29.7% | +36.7% | -6.9% | +38.0% |
| 3Y | -4.4% | +146.0% | -150.4% | -8.8% |
| All | -4.4% | +144.1% | -148.5% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling