+45.2%
PPL vs ONTO
+341.5%
-296.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.6% | +16.4% | +1.9% |
| 7D | +1.0% | -29.7% | +30.7% | +3.5% |
| 30D | +6.8% | -50.3% | +57.1% | +12.2% |
| 3M | +3.9% | -43.5% | +47.3% | +7.6% |
| 6M | -2.0% | -48.9% | +46.8% | +1.3% |
| YTD | +5.3% | -1.2% | +6.5% | +1.6% |
| 1Y | +2.2% | +14.9% | -12.7% | -3.1% |
| 3Y | +56.7% | +31.2% | +25.5% | +34.3% |
| 5Y | +49.1% | +68.1% | -19.0% | +14.9% |
| All | +45.2% | +341.5% | -296.3% | -30.8% |
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 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