-24.5%
ON vs PM
+120.4%
-144.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +0.6% |
| 7D | +2.4% | -4.9% | +7.3% | +1.4% |
| 30D | -3.3% | -3.4% | +0.1% | -3.9% |
| 3M | -43.6% | +5.2% | -48.7% | -43.0% |
| 6M | +19.0% | +3.7% | +15.2% | +19.5% |
| YTD | +37.4% | +15.8% | +21.6% | +40.7% |
| 1Y | +54.8% | +17.4% | +37.4% | +59.4% |
| All | -24.5% | +120.4% | -144.9% | -22.9% |
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