+493.5%
ONTO vs PFG
+169.2%
+324.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.6% |
| 7D | +34.4% | +0.1% | +34.3% | +34.3% |
| 30D | -20.4% | +5.0% | -25.4% | -22.7% |
| 3M | -37.8% | +0.1% | -37.9% | -38.3% |
| 6M | -24.6% | +13.8% | -38.3% | -31.9% |
| YTD | +32.8% | +31.2% | +1.6% | +9.2% |
| 1Y | +54.7% | +37.1% | +17.6% | +23.6% |
| 3Y | +54.7% | +80.6% | -25.9% | +3.5% |
| 5Y | +134.0% | +93.7% | +40.3% | +48.5% |
| All | +493.5% | +169.2% | +324.3% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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