+196.2%
ON vs PPG
+668.9%
-472.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -2.3% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -12.4% | -7.8% | -4.6% | -6.4% |
| 3M | -41.2% | -2.2% | -39.0% | -40.7% |
| 6M | +25.0% | +4.1% | +20.8% | +18.7% |
| YTD | +31.3% | +9.1% | +22.2% | +19.4% |
| 1Y | +45.4% | +1.0% | +44.5% | +41.0% |
| 3Y | -27.4% | -13.3% | -14.1% | -18.9% |
| 5Y | +58.5% | -19.2% | +77.7% | +86.4% |
| 10Y | +561.8% | +25.9% | +535.9% | +435.8% |
| All | +196.2% | +668.9% | -472.7% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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