-23.3%
ONON vs PPG
-22.2%
-1.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.5% |
| 7D | -5.3% | -5.1% | -0.2% | -1.5% |
| 30D | -13.1% | -9.6% | -3.6% | -6.4% |
| 3M | -29.3% | -6.4% | -22.9% | -26.3% |
| 6M | -34.5% | +0.5% | -35.1% | -36.0% |
| YTD | -42.2% | +4.4% | -46.7% | -46.0% |
| 1Y | -37.3% | -0.9% | -36.4% | -39.0% |
| 3Y | -9.3% | -17.0% | +7.7% | 0.0% |
| All | -23.3% | -22.2% | -1.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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