+449.2%
ONTO vs PFGC
+161.8%
+287.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.0% | +8.0% | +10.8% |
| 7D | +1.4% | +10.8% | -9.5% | -2.5% |
| 30D | -34.1% | +17.8% | -51.9% | -38.0% |
| 3M | -37.1% | -2.7% | -34.3% | -37.3% |
| 6M | -31.8% | +20.0% | -51.9% | -37.0% |
| YTD | +22.9% | +24.3% | -1.4% | +12.1% |
| 1Y | +39.5% | +13.2% | +26.3% | +30.9% |
| 3Y | +57.7% | +85.9% | -28.2% | +26.6% |
| 5Y | +115.8% | +141.0% | -25.2% | +59.5% |
| All | +449.2% | +161.8% | +287.5% | +342.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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