-10.5%
ONON vs PBF
+56.6%
-67.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -5.3% | +2.3% | -7.6% | -5.5% |
| 30D | -13.1% | +11.6% | -24.7% | -13.9% |
| 3M | -29.3% | +81.7% | -111.1% | -33.6% |
| 6M | -34.5% | +96.4% | -131.0% | -40.3% |
| YTD | -42.2% | +189.5% | -231.7% | -51.6% |
| 1Y | -37.3% | +180.7% | -218.1% | -48.4% |
| All | -10.5% | +56.6% | -67.1% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling