+45.4%
ON vs PCG
-0.4%
+45.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.1% | -4.2% |
| 7D | -2.2% | +5.4% | -7.6% | -1.9% |
| 30D | -12.4% | -15.1% | +2.7% | -12.7% |
| 3M | -41.2% | -9.8% | -31.4% | -41.4% |
| 6M | +25.0% | -18.0% | +43.0% | +26.1% |
| YTD | +31.3% | -7.2% | +38.5% | +31.6% |
| 1Y | +45.4% | +2.9% | +42.6% | +51.2% |
| All | +45.4% | -0.4% | +45.8% | +51.2% |
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