-2.3%
ONON vs PENG
+42.1%
-44.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.4% | -12.9% | -2.9% |
| 7D | +10.6% | -19.4% | +30.0% | +14.0% |
| 30D | +12.5% | -42.4% | +54.9% | +22.9% |
| 3M | +0.1% | -25.6% | +25.7% | +2.2% |
| 6M | +3.6% | +7.3% | -3.7% | -11.2% |
| YTD | -19.6% | +113.9% | -133.5% | -45.0% |
| 1Y | +5.2% | +93.6% | -88.4% | -26.3% |
| 3Y | +33.1% | +170.2% | -137.1% | -25.7% |
| All | -2.3% | +42.1% | -44.4% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling