+21.1%
PL vs ONTO
+84.2%
-63.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +11.1% | -0.7% | +5.3% |
| 7D | -6.8% | -14.0% | +7.2% | -0.3% |
| 30D | -29.3% | -43.1% | +13.8% | -9.1% |
| 3M | -44.8% | -35.5% | -9.3% | -34.2% |
| 6M | -68.4% | -41.1% | -27.3% | -61.3% |
| YTD | -36.4% | +9.8% | -46.1% | -42.1% |
| 1Y | +0.7% | +31.5% | -30.8% | -16.0% |
| 3Y | +455.3% | +45.2% | +410.1% | +282.3% |
| All | +21.1% | +84.2% | -63.1% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling