+516.0%
ON vs PR
+66.7%
+449.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.1% | +10.2% | +9.4% |
| 7D | -1.4% | -12.4% | +11.0% | +1.0% |
| 30D | -10.9% | -6.6% | -4.3% | -9.8% |
| 3M | -14.9% | +7.5% | -22.4% | -16.2% |
| 6M | -33.0% | +10.8% | -43.8% | -34.7% |
| YTD | +27.6% | +57.0% | -29.4% | +16.3% |
| 1Y | +44.5% | +67.9% | -23.4% | +29.9% |
| 3Y | +7.4% | +87.6% | -80.2% | -5.6% |
| 5Y | +18.7% | +220.4% | -201.6% | -7.5% |
| 10Y | +516.0% | +64.8% | +451.1% | +298.5% |
| All | +516.0% | +66.7% | +449.3% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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