+33.1%
ONON vs PPL
+56.0%
-22.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +10.6% | +0.4% | +10.2% | +10.6% |
| 30D | +12.5% | +5.4% | +7.0% | +12.1% |
| 3M | +0.1% | +4.3% | -4.2% | -0.2% |
| 6M | +3.6% | -1.3% | +4.9% | +3.7% |
| YTD | -19.6% | +4.7% | -24.3% | -19.8% |
| 1Y | +5.2% | +1.3% | +4.0% | +5.3% |
| 3Y | +33.1% | +57.2% | -24.1% | +17.0% |
| All | +33.1% | +56.0% | -22.9% | +17.0% |
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 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