+17.6%
ONDS vs PPG
-18.9%
+36.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -5.1% | -6.2% | +1.1% | -1.7% |
| 30D | -26.0% | -7.9% | -18.1% | -22.5% |
| 3M | -26.4% | -10.2% | -16.2% | -22.1% |
| 6M | -26.4% | +2.7% | -29.1% | -27.7% |
| YTD | -25.9% | +4.9% | -30.8% | -29.8% |
| 1Y | +12.6% | -3.2% | +15.8% | +11.5% |
| 3Y | +706.9% | -17.0% | +723.9% | +766.5% |
| 5Y | -2.4% | -23.3% | +20.9% | +4.9% |
| All | +17.6% | -18.9% | +36.5% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 all: compounded portfolio wealth divided by compounded PPG 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…
all analysis · Full analysis span regression · 6 months rolling