-20.7%
ONON vs PRU
+20.9%
-41.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -10.0% | +3.6% | -13.6% | -11.8% |
| 30D | -5.3% | +8.9% | -14.1% | -9.6% |
| 3M | +6.5% | +0.2% | +6.3% | +6.3% |
| 6M | -5.0% | +23.7% | -28.7% | -16.9% |
| YTD | -27.6% | +13.7% | -41.4% | -32.9% |
| 1Y | -20.7% | +20.6% | -41.3% | -29.8% |
| All | -20.7% | +20.9% | -41.6% | -29.8% |
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