+242.2%
PM vs ONTO
+476.3%
-234.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.3% |
| 7D | +0.5% | +17.5% | -17.0% | -0.3% |
| 30D | -3.2% | -15.7% | +12.4% | -2.6% |
| 3M | +6.2% | -39.7% | +45.9% | +8.6% |
| 6M | +7.7% | -26.5% | +34.2% | +7.5% |
| YTD | +27.3% | +29.0% | -1.7% | +20.4% |
| 1Y | +32.8% | +57.0% | -24.2% | +23.3% |
| 3Y | +150.0% | +50.0% | +100.0% | +116.5% |
| 5Y | +164.2% | +127.3% | +37.0% | +101.1% |
| All | +242.2% | +476.3% | -234.1% | +64.7% |
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