+152.5%
PSX vs ONTO
+56.0%
+96.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.0% | -9.0% | +2.1% |
| 7D | -8.0% | +1.4% | -9.4% | -8.2% |
| 30D | -9.0% | -34.1% | +25.1% | -6.7% |
| 3M | +24.7% | -37.1% | +61.8% | +28.0% |
| 6M | +49.3% | -31.8% | +81.2% | +50.1% |
| YTD | +100.2% | +22.9% | +77.3% | +85.4% |
| 1Y | +88.8% | +39.5% | +49.3% | +71.6% |
| 3Y | +152.5% | +57.7% | +94.8% | +102.0% |
| All | +152.5% | +56.0% | +96.5% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling