-4.9%
ON vs PPL
+56.9%
-61.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.8% | -12.3% | -11.5% |
| 7D | -16.3% | +1.0% | -17.3% | -16.2% |
| 30D | -27.0% | +6.8% | -33.8% | -26.6% |
| 3M | -18.1% | +3.9% | -21.9% | -17.7% |
| 6M | -38.6% | -2.0% | -36.6% | -38.4% |
| YTD | +16.4% | +5.3% | +11.1% | +16.6% |
| 1Y | +25.8% | +2.2% | +23.6% | +26.1% |
| All | -4.9% | +56.9% | -61.8% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling