+452.4%
ON vs PPL
+62.0%
+390.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | -11.7% | +0.4% | -12.1% | -11.9% |
| 30D | -23.3% | +5.4% | -28.7% | -25.4% |
| 3M | -19.2% | +4.3% | -23.4% | -21.1% |
| 6M | -40.1% | -1.3% | -38.8% | -40.4% |
| YTD | +16.9% | +4.7% | +12.2% | +12.5% |
| 1Y | +29.7% | +1.3% | +28.5% | +26.8% |
| 3Y | -4.4% | +57.2% | -61.6% | -29.1% |
| 5Y | +7.1% | +48.2% | -41.2% | -18.3% |
| All | +452.4% | +62.0% | +390.4% | +287.7% |
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