+223.9%
PR vs ONTO
+73.6%
+150.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -15.6% | +10.7% | -2.0% |
| 7D | -16.5% | -29.7% | +13.2% | -11.3% |
| 30D | -4.5% | -50.3% | +45.8% | +7.6% |
| 3M | +8.5% | -43.5% | +52.0% | +17.9% |
| 6M | -3.3% | -48.9% | +45.5% | +4.4% |
| YTD | +55.7% | -1.2% | +56.9% | +39.6% |
| 1Y | +82.0% | +14.9% | +67.1% | +56.0% |
| 3Y | +62.5% | +31.2% | +31.3% | +17.3% |
| 5Y | +223.9% | +68.1% | +155.8% | +86.2% |
| All | +223.9% | +73.6% | +150.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling