+476.3%
ONTO vs PSLV
+138.4%
+338.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.1% |
| 7D | +17.5% | -6.3% | +23.8% | +20.3% |
| 30D | -15.7% | -12.7% | -3.0% | -11.6% |
| 3M | -39.7% | -24.7% | -15.0% | -33.4% |
| 6M | -26.5% | -44.6% | +18.1% | -10.9% |
| YTD | +29.0% | -33.3% | +62.3% | +39.6% |
| 1Y | +57.0% | -8.6% | +65.5% | +50.4% |
| 3Y | +50.0% | +108.2% | -58.2% | +7.1% |
| 5Y | +127.3% | +79.1% | +48.1% | +65.8% |
| All | +476.3% | +138.4% | +338.0% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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