+3.0%
PEP vs ONON
-24.2%
+27.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -1.7% | -3.5% | +1.8% | -1.6% |
| 30D | +0.3% | -30.8% | +31.1% | +1.2% |
| 3M | -3.2% | -29.8% | +26.6% | -2.4% |
| 6M | -13.6% | -34.8% | +21.2% | -12.8% |
| YTD | -1.9% | -42.3% | +40.4% | -0.7% |
| 1Y | -0.6% | -39.5% | +38.9% | +0.4% |
| 3Y | -13.6% | -9.3% | -4.3% | -14.8% |
| 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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling