+1.6%
PG vs ON
-23.2%
+24.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.9% | +1.8% |
| 7D | -0.8% | +2.4% | -3.2% | -0.8% |
| 30D | +0.8% | -8.6% | +9.4% | +0.6% |
| 3M | -1.3% | -34.3% | +33.0% | -2.0% |
| 6M | -3.8% | +28.5% | -32.4% | -4.2% |
| YTD | +3.6% | +40.6% | -37.0% | +3.4% |
| 1Y | -5.7% | +55.3% | -61.1% | -5.9% |
| 3Y | +1.6% | -22.2% | +23.8% | -0.2% |
| All | +1.6% | -23.2% | +24.8% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling