+158.8%
PGR vs ONTO
+261.1%
-102.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.8% |
| 7D | -0.6% | +4.9% | -5.6% | -0.5% |
| 30D | +4.9% | -16.6% | +21.6% | +4.6% |
| 3M | +7.6% | -7.3% | +15.0% | +7.7% |
| 6M | +8.3% | +45.9% | -37.7% | +8.0% |
| YTD | +1.7% | +78.2% | -76.4% | +1.2% |
| 1Y | -6.8% | +159.8% | -166.7% | -8.2% |
| 3Y | +73.4% | +123.4% | -50.0% | +65.1% |
| All | +158.8% | +261.1% | -102.3% | +125.2% |
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