+209.9%
ON vs PPL
+863.0%
-653.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.4% | +2.7% | -0.2% | +1.1% |
| 30D | -3.3% | +0.5% | -3.7% | -3.5% |
| 3M | -43.6% | +0.7% | -44.2% | -44.1% |
| 6M | +19.0% | -7.6% | +26.6% | +22.4% |
| YTD | +37.4% | +1.8% | +35.5% | +34.6% |
| 1Y | +54.8% | -0.8% | +55.5% | +53.0% |
| 3Y | -25.2% | +56.9% | -82.0% | -42.9% |
| 5Y | +62.7% | +39.5% | +23.2% | +31.6% |
| 10Y | +574.3% | +55.4% | +519.0% | +402.1% |
| All | +209.9% | +863.0% | -653.1% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling