-5.3%
PG vs ONON
-37.3%
+32.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | +1.9% | -3.0% | +4.8% | +2.0% |
| 30D | -0.2% | -26.7% | +26.5% | +1.1% |
| 3M | +4.8% | -25.3% | +30.1% | +6.0% |
| 6M | -6.1% | -35.3% | +29.2% | -5.5% |
| YTD | +4.5% | -39.8% | +44.2% | +5.0% |
| 1Y | -5.3% | -39.2% | +33.9% | -5.2% |
| All | -5.3% | -37.3% | +32.0% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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