-20.0%
ONON vs PRU
+49.5%
-69.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.6% |
| 7D | -3.0% | +1.9% | -4.8% | -4.3% |
| 30D | -26.7% | +2.7% | -29.4% | -28.1% |
| 3M | -25.3% | +19.5% | -44.8% | -34.5% |
| 6M | -35.3% | +26.6% | -61.9% | -45.8% |
| YTD | -39.8% | +12.3% | -52.1% | -45.0% |
| 1Y | -39.2% | +18.0% | -57.3% | -46.7% |
| 3Y | -4.2% | +47.0% | -51.3% | -32.3% |
| All | -20.0% | +49.5% | -69.5% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling