+130.5%
PM vs ONON
-24.2%
+154.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | +1.9% | -5.3% | +7.3% | +2.1% |
| 30D | +1.9% | -13.1% | +15.0% | +2.2% |
| 3M | +4.6% | -29.3% | +33.9% | +5.4% |
| 6M | +11.7% | -34.5% | +46.2% | +12.6% |
| YTD | +20.4% | -42.2% | +62.6% | +21.7% |
| 1Y | +19.0% | -37.3% | +56.3% | +19.9% |
| 3Y | +130.4% | -9.3% | +139.6% | +127.6% |
| All | +130.5% | -24.2% | +154.7% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling