+546.8%
ON vs PPL
+65.0%
+481.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +17.0% | -2.2% | +19.2% | +18.2% |
| 30D | -3.9% | +1.7% | -5.5% | -4.9% |
| 3M | -11.5% | +0.1% | -11.6% | -12.0% |
| 6M | -29.2% | -1.5% | -27.6% | -29.4% |
| YTD | +36.2% | +3.0% | +33.2% | +32.0% |
| 1Y | +49.6% | -1.4% | +51.1% | +48.1% |
| 3Y | +9.4% | +53.5% | -44.0% | -17.9% |
| 5Y | +25.8% | +46.4% | -20.6% | -3.6% |
| All | +546.8% | +65.0% | +481.8% | +354.1% |
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