+143.8%
ONTO vs PCOR
-10.0%
+153.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | 0.0% | -15.6% | -15.6% |
| 7D | -29.7% | +23.7% | -53.4% | -35.4% |
| 30D | -50.3% | +39.0% | -89.3% | -56.3% |
| 3M | -43.5% | +35.8% | -79.2% | -50.7% |
| 6M | -48.9% | +38.2% | -87.1% | -56.7% |
| YTD | -1.2% | +3.9% | -5.1% | -8.2% |
| 1Y | +14.9% | +5.7% | +9.2% | +5.2% |
| 3Y | +31.2% | +44.8% | -13.6% | +2.9% |
| 5Y | +68.1% | -19.8% | +87.9% | +43.5% |
| All | +143.8% | -10.0% | +153.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling