+30.7%
PM vs ONTO
+58.9%
-28.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.9% | -7.8% | +1.7% |
| 7D | -7.1% | +16.4% | -23.4% | -5.8% |
| 30D | -2.8% | -21.4% | +18.6% | -4.5% |
| 3M | +6.3% | -32.7% | +39.1% | +3.5% |
| 6M | +9.6% | -25.2% | +34.8% | +8.2% |
| YTD | +25.6% | +36.2% | -10.6% | +26.6% |
| All | +30.7% | +58.9% | -28.2% | +33.4% |
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