+17.0%
PG vs ON
+41.6%
-24.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.1% |
| 7D | +5.7% | -5.8% | +11.5% | +5.4% |
| 30D | +15.4% | -17.1% | +32.5% | +14.3% |
| 3M | +13.8% | -11.8% | +25.6% | +13.1% |
| 6M | +18.3% | -30.2% | +48.5% | +15.5% |
| YTD | +20.1% | +31.6% | -11.4% | +19.2% |
| 1Y | +17.0% | +47.6% | -30.6% | +15.9% |
| All | +17.0% | +41.6% | -24.6% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling