-36.7%
ONON vs PSA
+6.8%
-43.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.8% |
| 7D | -2.1% | -1.8% | -0.2% | -1.4% |
| 30D | -11.6% | -8.4% | -3.2% | -8.6% |
| 3M | -30.1% | -7.8% | -22.3% | -27.9% |
| 6M | -30.5% | +0.8% | -31.3% | -31.9% |
| YTD | -41.0% | +16.5% | -57.5% | -42.8% |
| 1Y | -36.7% | +4.7% | -41.4% | -36.8% |
| All | -36.7% | +6.8% | -43.5% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling