+37.0%
PL vs ONTO
+112.9%
-75.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +12.0% | +2.5% | +8.9% |
| 7D | +10.9% | +1.4% | +9.5% | +10.3% |
| 30D | -16.4% | -34.1% | +17.8% | +0.8% |
| 3M | -39.9% | -37.1% | -2.9% | -27.3% |
| 6M | -63.2% | -31.8% | -31.4% | -57.9% |
| YTD | -27.1% | +22.9% | -50.0% | -36.9% |
| 1Y | +12.2% | +39.5% | -27.3% | -8.8% |
| 3Y | +584.3% | +57.7% | +526.6% | +355.5% |
| 5Y | +37.0% | +115.8% | -78.8% | -30.1% |
| All | +37.0% | +112.9% | -75.9% | -30.1% |
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 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