+13.8%
PG vs ONON
-22.6%
+36.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.5% |
| 7D | -0.8% | -2.1% | +1.3% | -0.7% |
| 30D | +0.8% | -11.6% | +12.4% | +1.3% |
| 3M | -1.3% | -30.1% | +28.8% | -0.2% |
| 6M | -3.8% | -30.5% | +26.7% | -2.8% |
| YTD | +3.6% | -41.0% | +44.7% | +5.2% |
| 1Y | -5.7% | -36.7% | +31.0% | -4.6% |
| 3Y | +1.6% | -8.6% | +10.2% | +0.3% |
| All | +13.8% | -22.6% | +36.4% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling