-22.1%
ONON vs PBF
+760.6%
-782.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.8% | -2.8% |
| 7D | -1.7% | +2.4% | -4.0% | -1.9% |
| 30D | -27.4% | +24.9% | -52.2% | -28.8% |
| 3M | -26.5% | +81.9% | -108.4% | -30.8% |
| 6M | -34.2% | +79.4% | -113.6% | -38.7% |
| YTD | -41.3% | +188.3% | -229.6% | -48.9% |
| 1Y | -39.7% | +177.3% | -216.9% | -47.8% |
| 3Y | -7.8% | +56.0% | -63.8% | -18.8% |
| All | -22.1% | +760.6% | -782.7% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling