+516.0%
ON vs PPL
+62.1%
+453.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.3% | +9.4% | +9.3% |
| 7D | -1.4% | -1.2% | -0.2% | -0.9% |
| 30D | -10.9% | +4.2% | -15.1% | -12.8% |
| 3M | -14.9% | +1.5% | -16.4% | -15.8% |
| 6M | -33.0% | +1.0% | -34.1% | -34.1% |
| YTD | +27.6% | +4.4% | +23.2% | +22.9% |
| 1Y | +44.5% | +0.8% | +43.7% | +41.5% |
| 3Y | +7.4% | +56.5% | -49.1% | -20.2% |
| 5Y | +18.7% | +47.7% | -28.9% | -9.4% |
| 10Y | +516.0% | +64.4% | +451.5% | +329.9% |
| All | +516.0% | +62.1% | +453.8% | +329.9% |
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