+162.6%
PM vs ONON
-10.9%
+173.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +0.5% | -10.0% | +10.5% | +0.8% |
| 30D | -3.2% | -5.3% | +2.0% | -3.1% |
| 3M | +6.2% | +6.5% | -0.2% | +6.0% |
| 6M | +7.7% | -5.0% | +12.6% | +7.7% |
| YTD | +27.3% | -27.6% | +54.9% | +27.9% |
| 1Y | +32.8% | -20.7% | +53.5% | +33.1% |
| 3Y | +150.0% | +26.6% | +123.4% | +144.7% |
| All | +162.6% | -10.9% | +173.5% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling