-20.7%
PFE vs ONTO
+243.6%
-264.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.4% |
| 7D | +1.8% | -1.0% | +2.8% | +1.8% |
| 30D | +10.2% | -2.9% | +13.1% | +10.1% |
| 3M | +12.7% | -2.5% | +15.1% | +12.1% |
| 6M | +10.5% | +28.2% | -17.7% | +8.7% |
| YTD | +20.2% | +69.8% | -49.6% | +16.9% |
| 1Y | +24.1% | +162.9% | -138.8% | +18.7% |
| 3Y | -3.6% | +95.9% | -99.5% | -9.3% |
| All | -20.7% | +243.6% | -264.3% | -32.0% |
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