-21.7%
ONON vs PNR
-20.3%
-1.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | -2.1% | -6.0% | +4.0% | +2.7% |
| 30D | -11.6% | -14.0% | +2.4% | -0.8% |
| 3M | -30.1% | -21.7% | -8.4% | -17.5% |
| 6M | -30.5% | -37.3% | +6.8% | -2.3% |
| YTD | -41.0% | -45.1% | +4.1% | -8.1% |
| 1Y | -36.7% | -49.1% | +12.4% | +5.1% |
| 3Y | -8.6% | -14.8% | +6.2% | -6.8% |
| All | -21.7% | -20.3% | -1.4% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling