+37.1%
PG vs ONTO
+688.0%
-650.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.1% | -2.0% |
| 7D | -3.4% | +9.4% | -12.8% | -3.6% |
| 30D | -2.6% | -4.4% | +1.8% | -2.6% |
| 3M | -3.3% | +1.6% | -4.9% | -4.0% |
| 6M | -6.7% | +45.3% | -52.0% | -8.8% |
| YTD | +1.7% | +76.4% | -74.6% | -1.5% |
| 1Y | -7.9% | +167.2% | -175.1% | -12.9% |
| 3Y | +0.9% | +116.6% | -115.6% | -7.8% |
| 5Y | +12.6% | +263.7% | -251.1% | -6.2% |
| All | +37.1% | +688.0% | -650.9% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling