+46.0%
ON vs PFG
+47.8%
-1.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | -1.9% | +3.2% | -5.1% | -2.3% |
| 30D | -11.0% | +0.9% | -12.0% | -11.2% |
| 3M | -39.3% | +7.7% | -47.0% | -40.4% |
| 6M | +19.8% | +29.0% | -9.1% | +6.8% |
| YTD | +31.1% | +32.5% | -1.4% | +15.1% |
| 1Y | +46.0% | +47.3% | -1.3% | +26.2% |
| All | +46.0% | +47.8% | -1.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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