-23.3%
ONON vs PSA
+14.5%
-37.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.3% | -3.6% | -1.7% | -3.8% |
| 30D | -13.1% | -9.4% | -3.8% | -9.3% |
| 3M | -29.3% | -8.2% | -21.1% | -26.7% |
| 6M | -34.5% | -1.8% | -32.7% | -34.3% |
| YTD | -42.2% | +15.7% | -58.0% | -46.0% |
| 1Y | -37.3% | +6.3% | -43.6% | -39.4% |
| 3Y | -9.3% | +21.6% | -30.8% | -19.8% |
| All | -23.3% | +14.5% | -37.8% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling