+116.1%
PG vs ON
+655.4%
-539.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | +1.3% |
| 7D | -0.8% | +2.4% | -3.2% | -0.9% |
| 30D | +0.8% | -8.6% | +9.4% | +1.1% |
| 3M | -1.3% | -34.3% | +33.0% | -0.1% |
| 6M | -3.8% | +28.5% | -32.4% | -6.1% |
| YTD | +3.6% | +40.6% | -37.0% | +0.6% |
| 1Y | -5.7% | +55.3% | -61.1% | -9.1% |
| 3Y | +1.6% | -22.2% | +23.8% | +0.4% |
| 5Y | +14.6% | +62.4% | -47.8% | +5.0% |
| All | +116.1% | +655.4% | -539.2% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling