-22.1%
ONON vs PSA
+17.2%
-39.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -1.7% | -0.4% | -1.2% | -1.5% |
| 30D | -27.4% | -8.2% | -19.2% | -24.6% |
| 3M | -26.5% | -2.1% | -24.4% | -25.9% |
| 6M | -34.2% | -0.2% | -34.0% | -34.4% |
| YTD | -41.3% | +18.5% | -59.8% | -45.7% |
| 1Y | -39.7% | +6.6% | -46.2% | -41.7% |
| 3Y | -7.8% | +24.5% | -32.3% | -19.3% |
| All | -22.1% | +17.2% | -39.3% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling