-27.4%
ON vs PFG
+71.3%
-98.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.5% |
| 7D | -2.2% | +6.0% | -8.2% | -5.9% |
| 30D | -12.4% | +2.2% | -14.6% | -13.8% |
| 3M | -41.2% | +10.4% | -51.6% | -46.0% |
| 6M | +25.0% | +27.8% | -2.8% | +2.0% |
| YTD | +31.3% | +33.6% | -2.4% | +2.9% |
| 1Y | +45.4% | +49.3% | -3.9% | +3.5% |
| 3Y | -27.4% | +69.7% | -97.1% | -55.8% |
| All | -27.4% | +71.3% | -98.7% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling