-9.1%
ONON vs PTC
-7.5%
-1.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -0.5% |
| 7D | -1.7% | -12.8% | +11.1% | +3.3% |
| 30D | -27.4% | -9.8% | -17.6% | -24.7% |
| 3M | -26.5% | -2.1% | -24.5% | -26.9% |
| 6M | -34.2% | -18.1% | -16.1% | -29.4% |
| YTD | -41.3% | -23.5% | -17.8% | -35.0% |
| 1Y | -39.7% | -37.4% | -2.3% | -26.4% |
| All | -9.1% | -7.5% | -1.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling