+29.7%
ON vs PCG
-20.1%
+49.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.3% |
| 7D | -11.7% | -1.6% | -10.1% | -11.8% |
| 30D | -23.3% | +1.4% | -24.7% | -23.1% |
| 3M | -19.2% | -23.4% | +4.2% | -20.7% |
| 6M | -40.1% | -19.4% | -20.8% | -41.2% |
| YTD | +16.9% | -18.5% | +35.4% | +17.8% |
| 1Y | +29.7% | -19.5% | +49.3% | +32.7% |
| All | +29.7% | -20.1% | +49.9% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling