+25.7%
ONDS vs PENG
+106.3%
-80.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +8.2% | +7.8% | +0.4% | +5.0% |
| 30D | -16.4% | -12.2% | -4.2% | -12.6% |
| 3M | -26.0% | -20.6% | -5.4% | -22.2% |
| 6M | -22.5% | +180.9% | -203.4% | -56.1% |
| YTD | -21.9% | +162.3% | -184.2% | -54.5% |
| 1Y | +25.7% | +107.3% | -81.5% | -29.9% |
| All | +25.7% | +106.3% | -80.5% | -29.9% |
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