-39.2%
ONON vs PBF
+176.4%
-215.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.5% |
| 7D | -3.0% | +4.3% | -7.3% | -2.5% |
| 30D | -26.7% | +22.0% | -48.7% | -24.8% |
| 3M | -25.3% | +74.5% | -99.8% | -19.6% |
| 6M | -35.3% | +67.7% | -102.9% | -30.2% |
| YTD | -39.8% | +179.2% | -219.0% | -36.2% |
| 1Y | -39.2% | +170.0% | -209.2% | -38.0% |
| All | -39.2% | +176.4% | -215.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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