+232.2%
PM vs ONTO
+449.2%
-217.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.0% | -14.4% | -3.0% |
| 7D | -7.3% | +1.4% | -8.7% | -7.5% |
| 30D | -4.0% | -34.1% | +30.1% | -2.2% |
| 3M | +2.7% | -37.1% | +39.8% | +4.7% |
| 6M | +14.9% | -31.8% | +46.7% | +15.2% |
| YTD | +23.5% | +22.9% | +0.6% | +17.2% |
| 1Y | +30.4% | +39.5% | -9.2% | +22.1% |
| 3Y | +143.2% | +57.7% | +85.5% | +107.3% |
| 5Y | +159.5% | +115.8% | +43.7% | +98.1% |
| All | +232.2% | +449.2% | -217.1% | +60.3% |
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