+99.7%
ONTO vs PENG
+101.4%
-1.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.4% | -0.3% | +3.2% |
| 7D | -1.0% | +4.5% | -5.6% | -3.0% |
| 30D | -2.9% | -7.1% | +4.2% | +0.8% |
| 3M | -2.5% | -27.3% | +24.8% | +10.4% |
| 6M | +28.2% | +169.6% | -141.4% | -18.6% |
| YTD | +69.8% | +164.6% | -94.8% | +7.6% |
| 1Y | +162.9% | +109.5% | +53.4% | +81.8% |
| All | +99.7% | +101.4% | -1.7% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling