+7.2%
ONON vs PENG
+86.6%
-79.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.8% | -1.3% |
| 7D | +5.7% | -3.8% | +9.4% | +5.2% |
| 30D | +7.0% | -40.1% | +47.0% | +16.0% |
| 3M | -0.1% | -21.8% | +21.7% | +1.2% |
| 6M | +6.5% | +3.3% | +3.2% | -6.5% |
| YTD | -19.3% | +133.6% | -152.9% | -45.4% |
| 1Y | +7.2% | +110.7% | -103.5% | -25.7% |
| 3Y | +39.1% | +204.3% | -165.2% | -23.6% |
| 5Y | -0.8% | +54.4% | -55.2% | -35.9% |
| All | +7.2% | +86.6% | -79.3% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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