-5.1%
ONDS vs PENG
+115.2%
-120.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | -2.8% |
| 7D | -3.5% | +4.5% | -8.1% | -5.4% |
| 30D | -14.1% | -7.1% | -7.0% | -11.9% |
| 3M | -36.3% | -27.3% | -9.1% | -30.2% |
| 6M | -27.5% | +169.6% | -197.1% | -56.8% |
| YTD | -21.9% | +164.6% | -186.5% | -53.1% |
| 1Y | +43.0% | +109.5% | -66.5% | -6.5% |
| 3Y | +697.1% | +98.9% | +598.1% | +355.0% |
| All | -5.1% | +115.2% | -120.3% | -44.5% |
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