+1,168.7%
ON vs PM
+832.2%
+336.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | -11.7% | -5.2% | -6.4% | -9.2% |
| 30D | -23.3% | +2.7% | -26.0% | -24.5% |
| 3M | -19.2% | +6.1% | -25.3% | -22.1% |
| 6M | -40.1% | +18.0% | -58.1% | -46.5% |
| YTD | +16.9% | +26.6% | -9.7% | 0.0% |
| 1Y | +29.7% | +36.7% | -6.9% | +6.1% |
| 3Y | -4.4% | +146.0% | -150.4% | -48.4% |
| 5Y | +7.1% | +164.1% | -157.0% | -46.0% |
| 10Y | +447.2% | +238.8% | +208.4% | +125.8% |
| All | +1,168.7% | +832.2% | +336.5% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling