-14.7%
PFE vs ONON
-5.0%
-9.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -1.7% | -10.0% | +8.3% | -1.3% |
| 30D | +0.3% | -5.3% | +5.6% | +0.5% |
| 3M | +9.4% | +6.5% | +2.9% | +9.0% |
| 6M | +14.9% | -5.0% | +19.9% | +14.9% |
| YTD | +23.8% | -27.6% | +51.4% | +24.8% |
| 1Y | +19.5% | -20.7% | +40.2% | +20.1% |
| 3Y | +21.0% | +26.6% | -5.6% | +18.8% |
| 5Y | -23.9% | -9.6% | -14.3% | -28.7% |
| All | -14.7% | -5.0% | -9.7% | -20.2% |
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