-20.0%
ONON vs PENG
+111.3%
-131.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -2.7% |
| 7D | -3.0% | +4.5% | -7.5% | -4.0% |
| 30D | -26.7% | -7.1% | -19.6% | -26.0% |
| 3M | -25.3% | -27.3% | +2.0% | -23.7% |
| 6M | -35.3% | +169.6% | -204.8% | -55.8% |
| YTD | -39.8% | +164.6% | -204.4% | -59.0% |
| 1Y | -39.2% | +109.5% | -148.7% | -56.4% |
| 3Y | -4.2% | +98.9% | -103.2% | -38.8% |
| All | -20.0% | +111.3% | -131.3% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling