-7.8%
ONON vs PPL
+56.5%
-64.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.7% | +1.8% | -3.4% | -1.9% |
| 30D | -27.4% | -1.1% | -26.3% | -27.3% |
| 3M | -26.5% | 0.0% | -26.5% | -26.5% |
| 6M | -34.2% | -7.6% | -26.6% | -33.5% |
| YTD | -41.3% | +1.7% | -43.1% | -41.7% |
| 1Y | -39.7% | +1.5% | -41.2% | -40.2% |
| 3Y | -7.8% | +55.3% | -63.1% | -29.5% |
| All | -7.8% | +56.5% | -64.3% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling