-4.6%
PEP vs ONTO
+30.9%
-35.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.6% | +15.8% | -0.7% |
| 7D | +6.7% | -29.7% | +36.4% | +4.7% |
| 30D | +13.5% | -50.3% | +63.8% | +9.5% |
| 3M | +3.9% | -43.5% | +47.4% | +1.2% |
| 6M | -6.0% | -48.9% | +42.9% | -8.5% |
| YTD | +2.5% | -1.2% | +3.6% | +2.0% |
| 1Y | +3.9% | +14.9% | -11.0% | +4.1% |
| All | -4.6% | +30.9% | -35.5% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling