-21.7%
ONON vs PBF
+777.7%
-799.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.0% |
| 7D | -2.1% | +5.3% | -7.4% | -2.5% |
| 30D | -11.6% | +11.7% | -23.3% | -12.5% |
| 3M | -30.1% | +91.1% | -121.2% | -34.4% |
| 6M | -30.5% | +88.4% | -118.9% | -35.4% |
| YTD | -41.0% | +194.1% | -235.1% | -48.7% |
| 1Y | -36.7% | +180.4% | -217.1% | -45.2% |
| 3Y | -8.6% | +59.3% | -67.9% | -19.6% |
| All | -21.7% | +777.7% | -799.4% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling