+859.8%
PG vs ON
+185.3%
+674.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.4% | -1.9% | -1.5% | -3.3% |
| 30D | -2.6% | -11.0% | +8.4% | -2.2% |
| 3M | -3.3% | -39.3% | +36.0% | -1.7% |
| 6M | -6.7% | +19.8% | -26.6% | -8.2% |
| YTD | +1.7% | +31.1% | -29.3% | -0.4% |
| 1Y | -7.9% | +46.0% | -53.9% | -10.4% |
| 3Y | +0.9% | -27.5% | +28.4% | 0.0% |
| 5Y | +12.6% | +56.9% | -44.3% | +6.1% |
| 10Y | +117.2% | +591.8% | -474.6% | +86.3% |
| All | +859.8% | +185.3% | +674.5% | +610.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling