+14.3%
PFE vs ONTO
+45.4%
-31.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.1% | -12.7% | -1.6% |
| 7D | -3.7% | -14.0% | +10.3% | -3.7% |
| 30D | +5.0% | -43.1% | +48.0% | +5.0% |
| 3M | +12.2% | -35.5% | +47.7% | +12.0% |
| 6M | +14.6% | -41.1% | +55.7% | +14.3% |
| YTD | +24.1% | +9.8% | +14.4% | +21.8% |
| 1Y | +26.6% | +31.5% | -5.0% | +23.7% |
| 3Y | +14.3% | +45.2% | -30.8% | +9.5% |
| All | +14.3% | +45.4% | -31.1% | +9.5% |
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