+31.5%
ONTO vs PENG
+88.9%
-57.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +12.4% | -1.3% | +4.4% |
| 7D | -14.0% | -19.4% | +5.4% | -4.1% |
| 30D | -43.1% | -42.4% | -0.7% | -25.1% |
| 3M | -35.5% | -25.6% | -9.9% | -26.5% |
| 6M | -41.1% | +7.3% | -48.4% | -43.9% |
| YTD | +9.8% | +113.9% | -104.1% | -29.3% |
| 1Y | +31.5% | +93.6% | -62.0% | -10.1% |
| All | +31.5% | +88.9% | -57.4% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling