+4,858.7%
ON vs PFG
+1,015.3%
+3,843.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +2.4% | +5.5% | -3.1% | -0.2% |
| 30D | -3.3% | +2.4% | -5.7% | -4.5% |
| 3M | -43.6% | +13.6% | -57.2% | -47.4% |
| 6M | +19.0% | +27.9% | -8.9% | +5.1% |
| YTD | +37.4% | +35.6% | +1.8% | +17.9% |
| 1Y | +54.8% | +48.5% | +6.3% | +27.1% |
| 3Y | -25.2% | +66.9% | -92.0% | -41.4% |
| 5Y | +62.7% | +111.0% | -48.2% | +16.2% |
| 10Y | +574.3% | +244.5% | +329.8% | +289.3% |
| All | +4,858.7% | +1,015.3% | +3,843.4% | +1,966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling