+40.5%
PPL vs ONTO
+658.6%
-618.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.5% |
| 7D | +2.7% | -1.0% | +3.7% | +2.7% |
| 30D | +0.5% | -2.9% | +3.4% | +0.4% |
| 3M | +0.7% | -2.5% | +3.1% | -0.4% |
| 6M | -7.6% | +28.2% | -35.8% | -11.4% |
| YTD | +1.8% | +69.8% | -68.0% | -5.2% |
| 1Y | -0.8% | +162.9% | -163.6% | -12.1% |
| 3Y | +56.9% | +95.9% | -39.1% | +32.9% |
| 5Y | +39.5% | +244.5% | -205.0% | -1.3% |
| All | +40.5% | +658.6% | -618.1% | -35.3% |
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