-36.7%
ONON vs PNR
-47.6%
+10.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -2.1% | -6.0% | +4.0% | +0.6% |
| 30D | -11.6% | -14.0% | +2.4% | -5.6% |
| 3M | -30.1% | -21.7% | -8.4% | -23.4% |
| 6M | -30.5% | -37.3% | +6.8% | -14.6% |
| YTD | -41.0% | -45.1% | +4.1% | -23.0% |
| 1Y | -36.7% | -49.1% | +12.4% | -12.7% |
| All | -36.7% | -47.6% | +10.9% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling