+43.0%
ONDS vs PEP
-4.0%
+47.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -2.0% |
| 7D | -3.5% | -2.4% | -1.1% | -6.2% |
| 30D | -14.1% | -0.8% | -13.3% | -14.7% |
| 3M | -36.3% | -2.2% | -34.2% | -36.6% |
| 6M | -27.5% | -14.4% | -13.1% | -36.2% |
| YTD | -21.9% | -2.2% | -19.7% | -19.2% |
| 1Y | +43.0% | -2.6% | +45.6% | +54.6% |
| All | +43.0% | -4.0% | +47.0% | +54.6% |
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