+452.3%
PH vs ONTO
+476.3%
-24.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.6% |
| 7D | +4.1% | +17.5% | -13.4% | -1.1% |
| 30D | -0.1% | -15.7% | +15.6% | +4.0% |
| 3M | -9.6% | -39.7% | +30.2% | +3.0% |
| 6M | +8.5% | -26.5% | +35.0% | +11.3% |
| YTD | +9.4% | +29.0% | -19.6% | -9.3% |
| 1Y | +14.2% | +57.0% | -42.7% | -11.9% |
| 3Y | +134.0% | +50.0% | +84.0% | +58.6% |
| 5Y | +203.8% | +127.3% | +76.5% | +57.4% |
| All | +452.3% | +476.3% | -24.0% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling