+393.4%
PBF vs ONTO
+122.9%
+270.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.8% | -7.0% | -5.5% |
| 7D | -15.3% | -2.4% | -12.9% | -15.2% |
| 30D | -21.8% | -32.9% | +11.2% | -17.8% |
| 3M | -0.2% | -32.2% | +32.0% | +4.3% |
| 6M | +63.6% | -30.6% | +94.2% | +67.0% |
| YTD | +147.5% | +25.1% | +122.4% | +123.3% |
| 1Y | +69.8% | +40.0% | +29.8% | +49.5% |
| 3Y | +65.3% | +45.7% | +19.6% | +32.7% |
| 5Y | +393.4% | +128.8% | +264.6% | +206.1% |
| All | +393.4% | +122.9% | +270.5% | +206.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling