+240.3%
PM vs ONTO
+390.5%
-150.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.1% | -12.9% | -2.4% |
| 7D | -5.2% | -14.0% | +8.8% | -4.6% |
| 30D | +2.7% | -43.1% | +45.8% | +5.5% |
| 3M | +6.1% | -35.5% | +41.6% | +7.8% |
| 6M | +18.0% | -41.1% | +59.1% | +19.4% |
| YTD | +26.6% | +9.8% | +16.8% | +20.8% |
| 1Y | +36.7% | +31.5% | +5.2% | +28.2% |
| 3Y | +146.0% | +45.2% | +100.8% | +109.8% |
| 5Y | +164.1% | +86.7% | +77.4% | +104.6% |
| All | +240.3% | +390.5% | -150.1% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling