+59.6%
PBF vs ONTO
+104.0%
-44.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -2.1% |
| 7D | +4.3% | -1.0% | +5.3% | +4.4% |
| 30D | +22.0% | -2.9% | +24.9% | +21.8% |
| 3M | +74.5% | -2.5% | +77.0% | +71.5% |
| 6M | +67.7% | +28.2% | +39.5% | +56.2% |
| YTD | +179.2% | +69.8% | +109.4% | +144.9% |
| 1Y | +170.0% | +162.9% | +7.1% | +116.2% |
| All | +59.6% | +104.0% | -44.4% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling