+3.5%
PEP vs ONTO
+33.8%
-30.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | +1.5% |
| 7D | +1.0% | +1.4% | -0.3% | +1.4% |
| 30D | +12.6% | -34.1% | +46.7% | +9.2% |
| 3M | +3.1% | -37.1% | +40.2% | -0.1% |
| 6M | -6.3% | -31.8% | +25.6% | -8.5% |
| YTD | +1.9% | +22.9% | -21.1% | +2.0% |
| All | +3.5% | +33.8% | -30.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling