+209.9%
ON vs PCG
-6.3%
+216.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | +2.4% | -13.9% | +16.3% | +4.3% |
| 30D | -3.3% | -16.9% | +13.6% | -1.0% |
| 3M | -43.6% | -14.7% | -28.8% | -42.7% |
| 6M | +19.0% | -23.8% | +42.8% | +23.1% |
| YTD | +37.4% | -10.5% | +47.9% | +38.3% |
| 1Y | +54.8% | -5.1% | +59.9% | +54.0% |
| 3Y | -25.2% | -11.6% | -13.6% | -25.3% |
| 5Y | +62.7% | +59.0% | +3.7% | +47.6% |
| 10Y | +574.3% | -75.7% | +650.1% | +598.5% |
| All | +209.9% | -6.3% | +216.2% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling