-23.3%
ONON vs PPL
+38.9%
-62.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.3% | -1.8% | -3.6% | -4.7% |
| 30D | -13.1% | -2.2% | -10.9% | -12.4% |
| 3M | -29.3% | -3.1% | -26.3% | -28.7% |
| 6M | -34.5% | -8.1% | -26.4% | -32.7% |
| YTD | -42.2% | 0.0% | -42.3% | -42.8% |
| 1Y | -37.3% | -1.3% | -36.0% | -37.8% |
| 3Y | -9.3% | +52.7% | -61.9% | -32.3% |
| All | -23.3% | +38.9% | -62.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling