-53.8%
ONDS vs PENG
+56.5%
-110.4%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -0.6% |
| 7D | -3.3% | +13.2% | -16.5% | -8.4% |
| 30D | -16.0% | -29.9% | +14.0% | -3.2% |
| 3M | -42.1% | -22.2% | -19.9% | -37.6% |
| 6M | -41.8% | -1.9% | -39.9% | -46.3% |
| YTD | -47.1% | +142.1% | -189.3% | -68.8% |
| 1Y | -21.3% | +151.5% | -172.9% | -54.5% |
| 3Y | +695.1% | +206.9% | +488.1% | +268.2% |
| All | -53.8% | +56.5% | -110.4% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling