+123.4%
PM vs ONON
-10.5%
+133.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -1.2% | -3.5% | +2.3% | -1.1% |
| 30D | -0.2% | -30.8% | +30.6% | +0.5% |
| 3M | +4.9% | -29.8% | +34.7% | +5.6% |
| 6M | +9.0% | -34.8% | +43.9% | +9.8% |
| YTD | +17.8% | -42.3% | +60.0% | +18.8% |
| 1Y | +16.8% | -39.5% | +56.3% | +17.7% |
| All | +123.4% | -10.5% | +133.9% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling