+211.3%
PM vs ONTO
+658.6%
-447.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.1% | -2.3% |
| 7D | -4.9% | -1.0% | -3.9% | -4.8% |
| 30D | -3.4% | -2.9% | -0.5% | -3.5% |
| 3M | +5.2% | -2.5% | +7.6% | +4.0% |
| 6M | +3.7% | +28.2% | -24.5% | -0.3% |
| YTD | +15.8% | +69.8% | -54.0% | +8.4% |
| 1Y | +17.4% | +162.9% | -145.5% | +4.9% |
| 3Y | +116.9% | +95.9% | +21.0% | +85.6% |
| 5Y | +117.3% | +244.5% | -127.2% | +57.1% |
| All | +211.3% | +658.6% | -447.3% | +48.4% |
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 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