+6.6%
ON vs PM
+150.4%
-143.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.4% |
| 7D | +12.2% | +0.5% | +11.7% | +12.4% |
| 30D | -3.1% | -3.2% | +0.1% | -3.7% |
| 3M | -12.9% | +6.2% | -19.1% | -11.2% |
| 6M | -38.6% | +7.7% | -46.3% | -36.6% |
| YTD | +31.2% | +27.3% | +4.0% | +38.1% |
| 1Y | +47.6% | +32.8% | +14.9% | +56.5% |
| 3Y | +6.6% | +150.0% | -143.4% | +2.1% |
| All | +6.6% | +150.4% | -143.8% | +2.1% |
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 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