-25.1%
ON vs PCG
-11.7%
-13.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.8% |
| 7D | +2.4% | -13.9% | +16.3% | +3.5% |
| 30D | -3.3% | -16.9% | +13.6% | -1.9% |
| 3M | -43.6% | -14.7% | -28.8% | -43.1% |
| 6M | +19.0% | -23.8% | +42.8% | +22.5% |
| YTD | +37.4% | -10.5% | +47.9% | +37.1% |
| 1Y | +54.8% | -5.1% | +59.9% | +52.8% |
| All | -25.1% | -11.7% | -13.4% | -21.7% |
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