-17.2%
PFE vs ONON
-20.9%
+3.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | +1.8% | -3.0% | +4.7% | +1.9% |
| 30D | +10.2% | -26.7% | +36.9% | +11.4% |
| 3M | +12.7% | -25.3% | +38.0% | +13.8% |
| 6M | +10.5% | -35.3% | +45.8% | +12.1% |
| YTD | +20.2% | -39.8% | +59.9% | +22.1% |
| 1Y | +24.1% | -39.2% | +63.3% | +25.9% |
| 3Y | -3.6% | -4.2% | +0.7% | -4.4% |
| All | -17.2% | -20.9% | +3.7% | -22.0% |
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 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