+1.6%
ONDS vs PENG
+88.9%
-87.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +12.4% | +5.6% | +13.2% |
| 7D | -15.6% | -19.4% | +3.9% | -8.8% |
| 30D | -25.8% | -42.4% | +16.6% | -10.8% |
| 3M | -39.0% | -25.6% | -13.3% | -33.8% |
| 6M | -42.9% | +7.3% | -50.2% | -46.1% |
| YTD | -45.3% | +113.9% | -159.2% | -63.0% |
| 1Y | +1.6% | +93.6% | -91.9% | -32.3% |
| All | +1.6% | +88.9% | -87.3% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling