+215.0%
PM vs ONTO
+695.7%
-480.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +0.9% |
| 7D | -1.3% | +9.7% | -10.9% | -1.8% |
| 30D | -2.6% | -8.8% | +6.3% | -2.2% |
| 3M | +5.8% | +4.5% | +1.3% | +4.2% |
| 6M | +10.6% | +56.4% | -45.9% | +4.7% |
| YTD | +17.2% | +78.1% | -60.9% | +9.4% |
| 1Y | +17.6% | +171.3% | -153.6% | +5.0% |
| 3Y | +124.3% | +118.7% | +5.6% | +89.3% |
| 5Y | +125.1% | +269.4% | -144.3% | +61.3% |
| All | +215.0% | +695.7% | -480.6% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling