+629.3%
ON vs PNR
+66.2%
+563.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +2.4% | -6.0% | +8.4% | +7.7% |
| 30D | -8.6% | -14.0% | +5.4% | +3.0% |
| 3M | -34.3% | -21.7% | -12.6% | -22.5% |
| 6M | +28.5% | -37.3% | +65.8% | +82.6% |
| YTD | +40.6% | -45.1% | +85.7% | +122.3% |
| 1Y | +55.3% | -49.1% | +104.5% | +163.2% |
| 3Y | -22.2% | -14.8% | -7.4% | -17.6% |
| 5Y | +62.4% | -21.0% | +83.4% | +81.6% |
| All | +629.3% | +66.2% | +563.2% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling