+26.3%
PEP vs ONTO
+695.7%
-669.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.4% |
| 7D | +0.1% | +9.7% | -9.6% | -0.3% |
| 30D | +0.7% | -8.8% | +9.5% | +0.9% |
| 3M | -0.5% | +4.5% | -5.0% | -1.8% |
| 6M | -11.3% | +56.4% | -67.7% | -15.1% |
| YTD | -0.6% | +78.1% | -78.7% | -6.0% |
| 1Y | +1.7% | +171.3% | -169.6% | -7.4% |
| 3Y | -12.5% | +118.7% | -131.1% | -24.1% |
| 5Y | +3.9% | +269.4% | -265.5% | -21.6% |
| All | +26.3% | +695.7% | -669.4% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling