+195.5%
PSX vs ONTO
+493.5%
-298.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.1% |
| 7D | +6.4% | +34.4% | -28.0% | +0.8% |
| 30D | -10.2% | -20.4% | +10.3% | -7.3% |
| 3M | +17.2% | -37.8% | +55.0% | +25.3% |
| 6M | +51.8% | -24.6% | +76.3% | +51.7% |
| YTD | +108.0% | +32.8% | +75.2% | +79.9% |
| 1Y | +96.1% | +54.7% | +41.4% | +63.3% |
| 3Y | +155.9% | +54.7% | +101.2% | +88.7% |
| 5Y | +306.9% | +134.0% | +172.9% | +139.6% |
| All | +195.5% | +493.5% | -298.0% | -2.3% |
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