+46.9%
PM vs ONTO
+46.1%
+0.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.7% | +10.2% | +0.8% |
| 7D | +4.3% | -17.4% | +21.6% | +2.7% |
| 30D | +11.5% | -43.2% | +54.7% | +6.7% |
| 3M | +13.0% | -35.7% | +48.8% | +9.6% |
| 6M | +25.9% | -38.3% | +64.2% | +22.7% |
| YTD | +34.0% | +17.1% | +16.9% | +32.3% |
| 1Y | +46.9% | +43.1% | +3.7% | +46.2% |
| All | +46.9% | +46.1% | +0.8% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling