+153.6%
PCAR vs ONTO
+390.5%
-236.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.1% | -13.5% | -4.4% |
| 7D | +0.1% | -14.0% | +14.1% | +2.2% |
| 30D | -4.6% | -43.1% | +38.5% | +4.7% |
| 3M | -22.6% | -35.5% | +12.9% | -17.9% |
| 6M | -12.0% | -41.1% | +29.1% | -6.9% |
| YTD | -6.1% | +9.8% | -15.9% | -13.7% |
| 1Y | +6.3% | +31.5% | -25.2% | -6.1% |
| 3Y | +31.8% | +45.2% | -13.4% | +3.8% |
| 5Y | +104.2% | +86.7% | +17.5% | +42.1% |
| All | +153.6% | +390.5% | -236.8% | +18.4% |
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 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