+535.7%
ON vs PPL
+65.3%
+470.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | -10.2% | +4.3% | -14.5% | -12.2% |
| 3M | -12.7% | +2.9% | -15.7% | -14.3% |
| 6M | -32.5% | +1.1% | -33.7% | -33.6% |
| YTD | +28.6% | +4.5% | +24.1% | +23.8% |
| 1Y | +43.4% | +0.1% | +43.3% | +41.0% |
| 3Y | +3.3% | +55.7% | -52.4% | -23.0% |
| 5Y | +22.5% | +47.6% | -25.1% | -6.4% |
| 10Y | +535.7% | +66.8% | +468.9% | +346.9% |
| All | +535.7% | +65.3% | +470.4% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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