-11.6%
ONDS vs PEP
+2.4%
-14.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +3.8% | -12.7% | -5.2% |
| 7D | -23.2% | +7.4% | -30.6% | -17.0% |
| 30D | -29.0% | +13.3% | -42.3% | -19.1% |
| 3M | -40.5% | +3.5% | -44.0% | -37.4% |
| 6M | -45.8% | -5.9% | -39.9% | -45.5% |
| YTD | -46.0% | +2.3% | -48.3% | -43.0% |
| 1Y | -11.6% | +3.7% | -15.3% | -9.5% |
| All | -11.6% | +2.4% | -14.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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