+62.9%
ON vs PM
+119.0%
-56.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.0% |
| 7D | +2.4% | -4.9% | +7.3% | +2.5% |
| 30D | -3.3% | -3.4% | +0.1% | -3.3% |
| 3M | -43.6% | +5.2% | -48.7% | -44.0% |
| 6M | +19.0% | +3.7% | +15.2% | +17.9% |
| YTD | +37.4% | +15.8% | +21.6% | +34.8% |
| 1Y | +54.8% | +17.4% | +37.4% | +51.5% |
| 3Y | -25.2% | +116.9% | -142.1% | -41.3% |
| All | +62.9% | +119.0% | -56.1% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling