+4.7%
PEP vs ONTO
+243.6%
-238.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -0.5% |
| 7D | -1.4% | -1.0% | -0.4% | -1.4% |
| 30D | +0.2% | -2.9% | +3.1% | +0.2% |
| 3M | -1.1% | -2.5% | +1.3% | -1.2% |
| 6M | -13.5% | +28.2% | -41.7% | -13.7% |
| YTD | -1.2% | +69.8% | -71.0% | -1.5% |
| 1Y | -1.6% | +162.9% | -164.4% | -2.2% |
| 3Y | -12.5% | +95.9% | -108.5% | -15.3% |
| All | +4.7% | +243.6% | -238.9% | -4.4% |
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 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