-2.9%
PBR vs ONTO
-28.7%
+25.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.2% |
| 7D | -1.0% | +17.5% | -18.5% | -0.6% |
| 30D | -29.3% | -15.7% | -13.6% | -29.8% |
| 3M | +5.5% | -39.7% | +45.2% | +3.6% |
| 6M | -2.9% | -26.5% | +23.6% | -3.6% |
| All | -2.9% | -28.7% | +25.8% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling