-23.3%
ONON vs PTC
+4.8%
-28.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -5.3% | -14.2% | +8.9% | +4.4% |
| 30D | -13.1% | -14.4% | +1.3% | -4.4% |
| 3M | -29.3% | -4.7% | -24.6% | -29.0% |
| 6M | -34.5% | -19.3% | -15.2% | -26.6% |
| YTD | -42.2% | -26.1% | -16.1% | -31.2% |
| 1Y | -37.3% | -37.1% | -0.3% | -15.7% |
| 3Y | -9.3% | -10.4% | +1.1% | -18.4% |
| All | -23.3% | +4.8% | -28.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling