+210.1%
PCAR vs ONTO
+658.6%
-448.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -1.0% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | -6.2% | -2.9% | -3.3% | -6.3% |
| 3M | +5.9% | -2.5% | +8.4% | +3.7% |
| 6M | +0.4% | +28.2% | -27.8% | -7.8% |
| YTD | +14.8% | +69.8% | -55.0% | -1.0% |
| 1Y | +30.1% | +162.9% | -132.8% | +1.5% |
| 3Y | +66.7% | +95.9% | -29.3% | +26.9% |
| 5Y | +166.1% | +244.5% | -78.4% | +64.6% |
| All | +210.1% | +658.6% | -448.5% | +35.8% |
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