-21.7%
ONON vs PBR
+549.0%
-570.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | -2.1% | +5.4% | -7.4% | -2.7% |
| 30D | -11.6% | +22.9% | -34.5% | -13.9% |
| 3M | -30.1% | +19.6% | -49.7% | -31.8% |
| 6M | -30.5% | +16.5% | -47.0% | -32.4% |
| YTD | -41.0% | +86.7% | -127.7% | -47.0% |
| 1Y | -36.7% | +74.7% | -111.4% | -42.7% |
| 3Y | -8.6% | +102.6% | -111.2% | -21.2% |
| All | -21.7% | +549.0% | -570.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling