+3.7%
PEP vs ONON
-20.9%
+24.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.4% | -3.0% | +1.6% | -1.3% |
| 30D | +0.2% | -26.7% | +26.9% | +1.0% |
| 3M | -1.1% | -25.3% | +24.2% | -0.5% |
| 6M | -13.5% | -35.3% | +21.8% | -12.7% |
| YTD | -1.2% | -39.8% | +38.6% | -0.1% |
| 1Y | -1.6% | -39.2% | +37.7% | -0.6% |
| 3Y | -12.5% | -4.2% | -8.3% | -13.9% |
| All | +3.7% | -20.9% | +24.7% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling