+47.6%
ON vs PFGC
+12.5%
+35.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +13.5% | -15.4% | -0.1% |
| 7D | -5.8% | +13.9% | -19.7% | -4.1% |
| 30D | -17.1% | +18.4% | -35.4% | -15.3% |
| 3M | -11.8% | -2.5% | -9.3% | -11.7% |
| 6M | -30.2% | +26.0% | -56.2% | -31.2% |
| YTD | +31.6% | +21.9% | +9.7% | +30.3% |
| 1Y | +47.6% | +13.4% | +34.2% | +43.0% |
| All | +47.6% | +12.5% | +35.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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