+157.5%
PBF vs ONTO
+658.6%
-501.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -3.2% |
| 7D | +4.3% | -1.0% | +5.3% | +4.4% |
| 30D | +22.0% | -2.9% | +24.9% | +21.4% |
| 3M | +74.5% | -2.5% | +77.0% | +67.5% |
| 6M | +67.7% | +28.2% | +39.5% | +41.4% |
| YTD | +179.2% | +69.8% | +109.4% | +109.4% |
| 1Y | +170.0% | +162.9% | +7.1% | +68.7% |
| 3Y | +66.4% | +95.9% | -29.6% | -5.0% |
| 5Y | +764.5% | +244.5% | +520.0% | +200.2% |
| All | +157.5% | +658.6% | -501.0% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling