+834.3%
ONDS vs PENG
+184.4%
+650.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | +12.4% | +5.6% | +13.0% |
| 7D | -15.6% | -19.4% | +3.9% | -8.2% |
| 30D | -25.8% | -42.4% | +16.6% | -9.1% |
| 3M | -39.0% | -25.6% | -13.3% | -33.4% |
| 6M | -42.9% | +7.3% | -50.2% | -48.8% |
| YTD | -45.3% | +113.9% | -159.2% | -64.4% |
| 1Y | +1.6% | +93.6% | -91.9% | -31.8% |
| 3Y | +834.3% | +170.2% | +664.1% | +191.1% |
| All | +834.3% | +184.4% | +650.0% | +191.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling