+535.7%
ON vs PCG
-76.4%
+612.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -4.1% | -0.5% | -3.7% | -4.0% |
| 30D | -10.2% | +0.8% | -11.0% | -10.3% |
| 3M | -12.7% | -22.0% | +9.3% | -10.3% |
| 6M | -32.5% | -17.1% | -15.5% | -31.5% |
| YTD | +28.6% | -16.9% | +45.4% | +30.4% |
| 1Y | +43.4% | -19.1% | +62.5% | +45.9% |
| 3Y | +3.3% | -19.4% | +22.8% | +4.6% |
| 5Y | +22.5% | +9.0% | +13.5% | +18.6% |
| 10Y | +535.7% | -76.2% | +611.9% | +518.8% |
| All | +535.7% | -76.4% | +612.1% | +518.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling