-26.6%
ON vs PPL
+8.0%
-34.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | -0.1% |
| 7D | -11.7% | +0.4% | -12.1% | -11.2% |
| 30D | -23.3% | +5.4% | -28.7% | -19.4% |
| All | -26.6% | +8.0% | -34.7% | -22.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling