+430.4%
PH vs ONTO
+390.5%
+40.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.1% | -8.2% | -0.5% |
| 7D | +2.0% | -14.0% | +16.0% | +6.0% |
| 30D | -3.7% | -43.1% | +39.4% | +13.0% |
| 3M | -14.0% | -35.5% | +21.5% | -4.6% |
| 6M | +2.1% | -41.1% | +43.2% | +12.3% |
| YTD | +5.1% | +9.8% | -4.7% | -8.3% |
| 1Y | +10.9% | +31.5% | -20.6% | -9.6% |
| 3Y | +132.9% | +45.2% | +87.8% | +57.2% |
| 5Y | +200.1% | +86.7% | +113.4% | +66.5% |
| All | +430.4% | +390.5% | +40.0% | +44.2% |
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 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