+62.9%
ON vs PR
+433.6%
-370.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +2.4% | +2.9% | -0.5% | +1.5% |
| 30D | -3.3% | +18.0% | -21.3% | -8.4% |
| 3M | -43.6% | +16.9% | -60.4% | -46.6% |
| 6M | +19.0% | +28.2% | -9.3% | +8.3% |
| YTD | +37.4% | +69.3% | -32.0% | +13.6% |
| 1Y | +54.8% | +69.5% | -14.7% | +27.3% |
| 3Y | -25.2% | +81.7% | -106.9% | -40.9% |
| All | +62.9% | +433.6% | -370.7% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling