+111.2%
ONTO vs PENG
+72.0%
+39.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -9.1% | +0.4% | -4.0% |
| 7D | -17.4% | -20.5% | +3.1% | -7.3% |
| 30D | -43.2% | -20.4% | -22.8% | -37.4% |
| 3M | -35.7% | -16.4% | -19.3% | -30.9% |
| 6M | -38.3% | +49.2% | -87.5% | -52.5% |
| YTD | +17.1% | +147.2% | -130.1% | -31.4% |
| 1Y | +43.1% | +124.7% | -81.5% | -12.1% |
| 3Y | +55.4% | +230.3% | -174.8% | -26.6% |
| 5Y | +111.2% | +71.4% | +39.8% | +20.5% |
| All | +111.2% | +72.0% | +39.2% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling