-27.9%
ONDS vs PCOR
-8.1%
-19.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.0% |
| 7D | +17.7% | +2.2% | +15.5% | +16.7% |
| 30D | -20.7% | +37.4% | -58.2% | -32.9% |
| 3M | -45.5% | +33.2% | -78.7% | -53.9% |
| 6M | -41.2% | +60.6% | -101.7% | -55.2% |
| YTD | -45.5% | +6.2% | -51.7% | -50.4% |
| 1Y | -3.4% | -1.1% | -2.4% | -8.3% |
| 3Y | +779.3% | +48.4% | +730.9% | +515.6% |
| 5Y | -48.5% | -13.1% | -35.4% | -56.4% |
| All | -27.9% | -8.1% | -19.9% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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