+238.0%
ONTO vs PENG
+115.2%
+122.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.4% | -0.3% | +2.9% |
| 7D | -1.0% | +4.5% | -5.6% | -3.2% |
| 30D | -2.9% | -7.1% | +4.2% | +1.0% |
| 3M | -2.5% | -27.3% | +24.8% | +11.5% |
| 6M | +28.2% | +169.6% | -141.4% | -24.7% |
| YTD | +69.8% | +164.6% | -94.8% | -0.5% |
| 1Y | +162.9% | +109.5% | +53.4% | +70.6% |
| 3Y | +95.9% | +98.9% | -3.0% | +13.9% |
| All | +238.0% | +115.2% | +122.8% | +106.8% |
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