+629.3%
ON vs PFGC
+292.9%
+336.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.9% | +8.7% |
| 7D | +2.4% | -4.8% | +7.1% | +4.6% |
| 30D | -8.6% | -12.5% | +3.9% | -3.0% |
| 3M | -34.3% | -9.7% | -24.6% | -32.1% |
| 6M | +28.5% | +7.0% | +21.5% | +22.2% |
| YTD | +40.6% | +4.5% | +36.1% | +33.9% |
| 1Y | +55.3% | -11.6% | +66.9% | +59.1% |
| 3Y | -22.2% | +58.5% | -80.7% | -39.7% |
| 5Y | +62.4% | +112.6% | -50.2% | +8.4% |
| All | +629.3% | +292.9% | +336.4% | +231.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling