-1.6%
PFE vs ONON
-6.6%
+5.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.2% |
| 7D | -2.7% | -1.7% | -1.0% | -2.6% |
| 30D | +3.8% | -27.4% | +31.2% | +5.3% |
| 3M | +10.4% | -26.5% | +36.9% | +11.8% |
| 6M | +6.3% | -34.2% | +40.5% | +8.0% |
| YTD | +17.4% | -41.3% | +58.7% | +19.9% |
| 1Y | +21.1% | -39.7% | +60.8% | +23.4% |
| 3Y | -1.6% | -7.8% | +6.2% | -4.1% |
| All | -1.6% | -6.6% | +5.0% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling