-20.0%
ONON vs PTC
+14.8%
-34.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.0% | +4.7% | +2.6% |
| 7D | -3.0% | -10.3% | +7.3% | +4.0% |
| 30D | -26.7% | +1.1% | -27.8% | -27.8% |
| 3M | -25.3% | +1.6% | -26.9% | -27.9% |
| 6M | -35.3% | -13.5% | -21.8% | -30.4% |
| YTD | -39.8% | -19.1% | -20.7% | -32.3% |
| 1Y | -39.2% | -33.9% | -5.3% | -20.4% |
| 3Y | -4.2% | -3.9% | -0.3% | -17.0% |
| All | -20.0% | +14.8% | -34.8% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling