-22.1%
ONON vs PCOR
-34.7%
+12.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -1.1% |
| 7D | -1.7% | -6.9% | +5.3% | +1.7% |
| 30D | -27.4% | -1.5% | -25.8% | -27.3% |
| 3M | -26.5% | +18.5% | -45.0% | -33.4% |
| 6M | -34.2% | -4.7% | -29.6% | -35.7% |
| YTD | -41.3% | -22.8% | -18.6% | -36.8% |
| 1Y | -39.7% | -20.7% | -18.9% | -36.7% |
| 3Y | -7.8% | -14.6% | +6.7% | -15.5% |
| All | -22.1% | -34.7% | +12.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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