-27.4%
ON vs PFGC
+63.1%
-90.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.6% | -3.8% |
| 7D | -2.2% | -2.4% | +0.3% | -1.3% |
| 30D | -12.4% | -15.8% | +3.3% | -7.2% |
| 3M | -41.2% | -0.6% | -40.6% | -42.3% |
| 6M | +25.0% | +10.7% | +14.3% | +16.0% |
| YTD | +31.3% | +7.6% | +23.6% | +21.7% |
| 1Y | +45.4% | -7.8% | +53.2% | +46.6% |
| 3Y | -27.4% | +63.7% | -91.1% | -41.7% |
| All | -27.4% | +63.1% | -90.5% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling