-21.7%
ONON vs PSA
+15.2%
-36.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.8% |
| 7D | -2.1% | -1.8% | -0.2% | -1.3% |
| 30D | -11.6% | -8.4% | -3.2% | -8.2% |
| 3M | -30.1% | -7.8% | -22.3% | -27.6% |
| 6M | -30.5% | +0.8% | -31.3% | -31.0% |
| YTD | -41.0% | +16.5% | -57.5% | -45.1% |
| 1Y | -36.7% | +4.7% | -41.4% | -38.4% |
| 3Y | -8.6% | +21.1% | -29.7% | -19.0% |
| All | -21.7% | +15.2% | -36.9% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling