+282.2%
PGR vs ONTO
+661.2%
-378.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | -3.4% | +6.5% | -10.0% | -3.6% |
| 30D | +1.8% | -15.9% | +17.7% | +2.2% |
| 3M | +5.9% | -0.2% | +6.1% | +5.0% |
| 6M | +4.6% | +38.7% | -34.2% | +1.3% |
| YTD | +1.1% | +70.4% | -69.3% | -3.7% |
| 1Y | -6.6% | +153.6% | -160.2% | -13.9% |
| 3Y | +74.2% | +109.2% | -35.0% | +53.6% |
| 5Y | +159.5% | +249.7% | -90.2% | +102.1% |
| All | +282.2% | +661.2% | -378.9% | +122.5% |
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 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