+3.0%
PEP vs ONON
-24.2%
+27.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.4% | -5.3% | +4.0% | -1.2% |
| 30D | -0.2% | -13.1% | +12.9% | +0.2% |
| 3M | -4.3% | -29.3% | +25.0% | -3.5% |
| 6M | -13.2% | -34.5% | +21.3% | -12.4% |
| YTD | -1.9% | -42.2% | +40.3% | -0.7% |
| 1Y | -0.3% | -37.3% | +37.0% | +0.5% |
| 3Y | -13.6% | -9.3% | -4.4% | -14.9% |
| All | +3.0% | -24.2% | +27.2% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 10y: compounded portfolio wealth divided by compounded ONON 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…
10y analysis · Full analysis span regression · 6 months rolling