+452.8%
PH vs ONTO
+449.2%
+3.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.0% | -7.8% | +0.6% |
| 7D | +3.0% | +1.4% | +1.7% | +1.8% |
| 30D | -0.6% | -34.1% | +33.5% | +11.4% |
| 3M | -10.7% | -37.1% | +26.3% | +0.2% |
| 6M | +9.1% | -31.8% | +40.9% | +14.6% |
| YTD | +9.5% | +22.9% | -13.4% | -7.8% |
| 1Y | +14.0% | +39.5% | -25.5% | -8.5% |
| 3Y | +138.9% | +57.7% | +81.2% | +57.6% |
| 5Y | +209.1% | +115.8% | +93.3% | +63.0% |
| All | +452.8% | +449.2% | +3.6% | +45.1% |
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