+184.4%
PSX vs ONTO
+449.2%
-264.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +12.0% | -9.0% | +0.9% |
| 7D | -8.0% | +1.4% | -9.4% | -8.6% |
| 30D | -9.0% | -34.1% | +25.1% | -3.0% |
| 3M | +24.7% | -37.1% | +61.8% | +32.9% |
| 6M | +49.3% | -31.8% | +81.2% | +52.2% |
| YTD | +100.2% | +22.9% | +77.3% | +75.6% |
| 1Y | +88.8% | +39.5% | +49.3% | +60.3% |
| 3Y | +152.5% | +57.7% | +94.8% | +83.3% |
| 5Y | +283.2% | +115.8% | +167.4% | +129.2% |
| All | +184.4% | +449.2% | -264.9% | -4.6% |
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