+6.7%
ONON vs PRU
+27.9%
-21.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.6% | -0.8% | +1.9% |
| 7D | +20.9% | +9.8% | +11.2% | +14.5% |
| 30D | +21.1% | +11.6% | +9.6% | +13.6% |
| 3M | +2.7% | +3.7% | -1.0% | +0.4% |
| 6M | +12.6% | +33.0% | -20.3% | -7.2% |
| YTD | -16.9% | +16.6% | -33.5% | -24.0% |
| 1Y | +6.7% | +26.9% | -20.3% | -9.4% |
| All | +6.7% | +27.9% | -21.2% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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