-13.0%
PFE vs ONON
-1.9%
-11.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.0% | -10.1% | +7.2% | -2.6% |
| 30D | +5.2% | -1.8% | +7.0% | +5.3% |
| 3M | +12.2% | +12.3% | 0.0% | +11.7% |
| 6M | +17.8% | +2.0% | +15.8% | +17.5% |
| YTD | +26.2% | -25.3% | +51.5% | +27.1% |
| 1Y | +23.2% | -1.3% | +24.5% | +22.7% |
| 3Y | +21.3% | +29.0% | -7.7% | +19.0% |
| 5Y | -23.1% | -6.2% | -16.9% | -28.0% |
| All | -13.0% | -1.9% | -11.1% | -18.8% |
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