+804.0%
PBF vs ONTO
+258.3%
+545.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.9% | -1.6% | +2.5% |
| 7D | +2.4% | +9.7% | -7.3% | +0.9% |
| 30D | +24.9% | -8.8% | +33.7% | +26.1% |
| 3M | +81.9% | +4.5% | +77.4% | +76.7% |
| 6M | +79.4% | +56.4% | +23.0% | +59.5% |
| YTD | +188.3% | +78.1% | +110.2% | +147.8% |
| 1Y | +177.3% | +171.3% | +6.0% | +117.3% |
| 3Y | +56.0% | +118.7% | -62.7% | +16.7% |
| 5Y | +804.0% | +269.4% | +534.6% | +403.4% |
| All | +804.0% | +258.3% | +545.7% | +403.4% |
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