+29.4%
PEP vs ONTO
+449.2%
-419.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | 0.0% |
| 7D | +1.0% | +1.4% | -0.3% | +0.9% |
| 30D | +12.6% | -34.1% | +46.7% | +14.2% |
| 3M | +3.1% | -37.1% | +40.2% | +4.6% |
| 6M | -6.3% | -31.8% | +25.6% | -6.2% |
| YTD | +1.9% | +22.9% | -21.1% | -2.6% |
| 1Y | +3.3% | +39.5% | -36.2% | -2.3% |
| 3Y | -4.8% | +57.7% | -62.5% | -16.9% |
| 5Y | +2.0% | +115.8% | -113.8% | -18.9% |
| All | +29.4% | +449.2% | -419.8% | -32.9% |
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