+6.6%
ON vs PCG
-19.3%
+25.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -3.8% |
| 7D | +12.2% | +2.2% | +10.1% | +12.0% |
| 30D | -3.1% | +0.8% | -3.9% | -3.2% |
| 3M | -12.9% | -23.8% | +10.9% | -10.7% |
| 6M | -38.6% | -19.6% | -19.0% | -37.8% |
| YTD | +31.2% | -16.7% | +48.0% | +31.7% |
| 1Y | +47.6% | -19.4% | +67.0% | +49.4% |
| 3Y | +6.6% | -18.3% | +24.9% | +8.7% |
| All | +6.6% | -19.3% | +25.9% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling