+23.9%
ONDS vs PENG
+216.4%
-192.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +8.2% | +7.8% | +0.4% | +4.7% |
| 30D | -16.4% | -12.2% | -4.2% | -12.1% |
| 3M | -26.0% | -20.6% | -5.4% | -21.7% |
| 6M | -22.5% | +180.9% | -203.4% | -54.8% |
| YTD | -21.9% | +162.3% | -184.2% | -53.1% |
| 1Y | +25.7% | +107.3% | -81.5% | -17.6% |
| 3Y | +735.5% | +110.8% | +624.8% | +366.4% |
| 5Y | -0.1% | +117.8% | -118.0% | -47.6% |
| All | +23.9% | +216.4% | -192.5% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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