+186.7%
PSX vs ONTO
+658.6%
-471.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -1.0% |
| 7D | +4.5% | -1.0% | +5.6% | +4.7% |
| 30D | +26.6% | -2.9% | +29.5% | +26.2% |
| 3M | +39.3% | -2.5% | +41.7% | +35.4% |
| 6M | +56.8% | +28.2% | +28.6% | +41.5% |
| YTD | +101.8% | +69.8% | +32.0% | +69.6% |
| 1Y | +99.6% | +162.9% | -63.3% | +49.4% |
| 3Y | +140.3% | +95.9% | +44.4% | +71.7% |
| 5Y | +339.3% | +244.5% | +94.8% | +135.2% |
| All | +186.7% | +658.6% | -471.9% | -7.9% |
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