+17.6%
PM vs ONTO
+167.3%
-149.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +1.6% |
| 7D | -1.3% | +9.7% | -10.9% | -0.5% |
| 30D | -2.6% | -8.8% | +6.3% | -3.2% |
| 3M | +5.8% | +4.5% | +1.3% | +6.8% |
| 6M | +10.6% | +56.4% | -45.9% | +13.7% |
| YTD | +17.2% | +78.1% | -60.9% | +24.2% |
| 1Y | +17.6% | +171.3% | -153.6% | +35.8% |
| All | +17.6% | +167.3% | -149.6% | +35.8% |
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