-20.0%
ONON vs PPL
+41.3%
-61.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -3.0% | +2.7% | -5.6% | -3.9% |
| 30D | -26.7% | +0.5% | -27.2% | -26.9% |
| 3M | -25.3% | +0.7% | -26.0% | -25.7% |
| 6M | -35.3% | -7.6% | -27.7% | -33.5% |
| YTD | -39.8% | +1.8% | -41.6% | -40.7% |
| 1Y | -39.2% | -0.8% | -38.5% | -39.7% |
| 3Y | -4.2% | +56.9% | -61.1% | -29.5% |
| All | -20.0% | +41.3% | -61.4% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling