-0.7%
ONON vs PPL
+1.0%
-1.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.1% | -7.6% | -7.5% |
| 7D | -4.9% | 0.0% | -5.0% | -4.9% |
| 30D | -1.1% | +4.3% | -5.4% | -0.8% |
| 3M | -10.5% | +2.9% | -13.5% | -10.2% |
| 6M | -1.5% | +1.1% | -2.6% | -1.2% |
| YTD | -25.3% | +4.5% | -29.8% | -22.3% |
| 1Y | -0.7% | +0.1% | -0.8% | +4.0% |
| All | -0.7% | +1.0% | -1.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling