-53.8%
ONDS vs PBF
+419.4%
-473.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.1% |
| 7D | -3.3% | +6.5% | -9.7% | -4.2% |
| 30D | -16.0% | -20.0% | +4.0% | -13.0% |
| 3M | -42.1% | -3.3% | -38.8% | -42.2% |
| 6M | -41.8% | +76.8% | -118.6% | -48.2% |
| YTD | -47.1% | +168.9% | -216.1% | -57.2% |
| 1Y | -21.3% | +96.4% | -117.7% | -32.7% |
| 3Y | +695.1% | +77.2% | +617.9% | +565.2% |
| All | -53.8% | +419.4% | -473.3% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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