+178.7%
PBF vs ONTO
+165.1%
+13.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.3% |
| 7D | +1.4% | +9.4% | -8.0% | +1.1% |
| 30D | +15.8% | -4.4% | +20.3% | +16.1% |
| 3M | +90.3% | +1.6% | +88.7% | +88.8% |
| 6M | +102.8% | +45.3% | +57.6% | +100.2% |
| YTD | +187.3% | +76.4% | +111.0% | +168.1% |
| All | +178.7% | +165.1% | +13.5% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 1y: compounded portfolio wealth divided by compounded ONTO 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…
1y analysis · Full analysis span regression · 6 months rolling