+3.3%
PEP vs ONTO
+65.9%
-62.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -15.6% | +15.8% | -0.2% |
| 7D | +6.7% | -29.7% | +36.4% | +5.8% |
| 30D | +13.5% | -50.3% | +63.8% | +11.8% |
| 3M | +3.9% | -43.5% | +47.4% | +2.7% |
| 6M | -6.0% | -48.9% | +42.9% | -7.1% |
| YTD | +2.5% | -1.2% | +3.6% | +1.1% |
| 1Y | +3.9% | +14.9% | -11.0% | +2.5% |
| 3Y | -4.7% | +31.2% | -35.8% | -9.3% |
| All | +3.3% | +65.9% | -62.5% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling