+456.3%
PH vs ONTO
+658.6%
-202.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -2.1% |
| 7D | -3.1% | -1.0% | -2.0% | -2.8% |
| 30D | -3.2% | -2.9% | -0.4% | -3.6% |
| 3M | +10.6% | -2.5% | +13.0% | +6.5% |
| 6M | -2.1% | +28.2% | -30.3% | -15.5% |
| YTD | +10.2% | +69.8% | -59.6% | -14.3% |
| 1Y | +28.2% | +162.9% | -134.7% | -15.9% |
| 3Y | +134.9% | +95.9% | +38.9% | +48.9% |
| 5Y | +253.6% | +244.5% | +9.2% | +59.2% |
| All | +456.3% | +658.6% | -202.3% | +34.8% |
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