+26.5%
ON vs PFG
+99.5%
-73.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.1% | +6.9% | +6.6% |
| 7D | +3.3% | -2.2% | +5.6% | +5.5% |
| 30D | -3.1% | +6.4% | -9.5% | -7.4% |
| 3M | -9.2% | +2.2% | -11.5% | -10.9% |
| 6M | -31.4% | +16.3% | -47.6% | -40.5% |
| YTD | +36.0% | +33.2% | +2.7% | +4.7% |
| 1Y | +52.0% | +40.6% | +11.4% | +11.9% |
| 3Y | +9.3% | +83.3% | -74.1% | -37.6% |
| 5Y | +26.5% | +97.7% | -71.2% | -32.3% |
| All | +26.5% | +99.5% | -73.0% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling