-5.2%
ONDS vs PEP
+2.5%
-7.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -4.5% |
| 7D | -4.2% | -1.7% | -2.5% | -4.5% |
| 30D | -21.7% | +0.3% | -22.0% | -21.6% |
| 3M | -24.5% | -3.2% | -21.2% | -24.6% |
| 6M | -25.0% | -13.6% | -11.4% | -25.4% |
| YTD | -25.3% | -1.9% | -23.4% | -25.8% |
| 1Y | +33.8% | -0.6% | +34.4% | +32.5% |
| 3Y | +699.3% | -13.6% | +712.9% | +701.7% |
| 5Y | -5.2% | +3.2% | -8.4% | -2.2% |
| All | -5.2% | +2.5% | -7.7% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling