+16.6%
PFE vs ONTO
+449.2%
-432.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.0% | -12.5% | -1.1% |
| 7D | -4.7% | +1.4% | -6.1% | -4.9% |
| 30D | +3.4% | -34.1% | +37.5% | +5.3% |
| 3M | +9.2% | -37.1% | +46.3% | +11.2% |
| 6M | +15.8% | -31.8% | +47.7% | +16.4% |
| YTD | +23.4% | +22.9% | +0.5% | +18.4% |
| 1Y | +25.8% | +39.5% | -13.7% | +19.5% |
| 3Y | +17.8% | +57.7% | -39.8% | +5.7% |
| 5Y | -20.2% | +115.8% | -136.0% | -33.4% |
| All | +16.6% | +449.2% | -432.7% | -24.3% |
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