+30.7%
ONON vs PTC
+29.2%
+1.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -10.1% | +0.5% | -10.6% | -10.3% |
| 30D | -1.8% | +0.9% | -2.7% | -2.1% |
| 3M | +12.3% | +30.4% | -18.1% | +2.6% |
| 6M | +2.0% | +34.4% | -32.4% | -8.6% |
| YTD | -25.3% | +12.6% | -37.9% | -27.7% |
| 1Y | -1.3% | +10.2% | -11.5% | -3.6% |
| All | +30.7% | +29.2% | +1.5% | +4.1% |
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