+6.7%
ONON vs PPL
+45.3%
-38.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +10.6% | +0.4% | +10.2% | +10.4% |
| 30D | +12.5% | +5.4% | +7.0% | +10.2% |
| 3M | +0.1% | +4.3% | -4.2% | -1.7% |
| 6M | +3.6% | -1.3% | +4.9% | +3.8% |
| YTD | -19.6% | +4.7% | -24.3% | -21.8% |
| 1Y | +5.2% | +1.3% | +4.0% | +3.7% |
| 3Y | +33.1% | +57.2% | -24.1% | -1.4% |
| 5Y | -4.7% | +48.2% | -52.9% | -27.8% |
| All | +6.7% | +45.3% | -38.6% | -22.0% |
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 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