-20.0%
ONON vs PCOR
-32.5%
+12.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.7% |
| 7D | -3.0% | -9.0% | +6.0% | +1.3% |
| 30D | -26.7% | +4.2% | -30.9% | -28.5% |
| 3M | -25.3% | +14.4% | -39.7% | -31.1% |
| 6M | -35.3% | +0.2% | -35.4% | -38.2% |
| YTD | -39.8% | -20.3% | -19.5% | -36.1% |
| 1Y | -39.2% | -16.1% | -23.1% | -38.1% |
| 3Y | -4.2% | -14.7% | +10.5% | -11.6% |
| All | -20.0% | -32.5% | +12.5% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling