-39.5%
ONON vs PRU
+16.8%
-56.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.8% |
| 7D | -3.5% | -1.9% | -1.6% | -2.5% |
| 30D | -30.8% | -2.6% | -28.2% | -29.8% |
| 3M | -29.8% | +14.7% | -44.5% | -34.8% |
| 6M | -34.8% | +25.7% | -60.5% | -43.0% |
| YTD | -42.3% | +8.3% | -50.5% | -45.2% |
| 1Y | -39.5% | +17.3% | -56.9% | -43.6% |
| All | -39.5% | +16.8% | -56.4% | -43.6% |
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