+163.8%
ON vs PCG
-14.7%
+178.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.8% |
| 7D | -11.7% | -1.6% | -10.1% | -11.4% |
| 30D | -23.3% | +1.4% | -24.7% | -23.4% |
| 3M | -19.2% | -23.4% | +4.2% | -16.3% |
| 6M | -40.1% | -19.4% | -20.8% | -38.8% |
| YTD | +16.9% | -18.5% | +35.4% | +19.3% |
| 1Y | +29.7% | -19.5% | +49.3% | +32.5% |
| 3Y | -4.4% | -21.0% | +16.6% | -2.8% |
| 5Y | +7.1% | +13.7% | -6.7% | +2.3% |
| 10Y | +447.2% | -77.2% | +524.3% | +470.5% |
| All | +163.8% | -14.7% | +178.5% | +88.0% |
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