+23.9%
ONDS vs PCAR
+165.3%
-141.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -3.5% | -0.5% | -3.0% | -3.1% |
| 30D | -14.1% | -6.2% | -7.9% | -9.9% |
| 3M | -36.3% | +5.9% | -42.2% | -39.0% |
| 6M | -27.5% | +0.4% | -27.9% | -27.9% |
| YTD | -21.9% | +14.8% | -36.8% | -30.1% |
| 1Y | +43.0% | +30.1% | +12.9% | +16.2% |
| 3Y | +697.1% | +66.7% | +630.4% | +434.4% |
| 5Y | -1.2% | +166.1% | -167.3% | -46.9% |
| All | +23.9% | +165.3% | -141.4% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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