+691.3%
ON vs PFGC
+419.1%
+272.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +2.4% | -2.2% | +4.6% | +3.4% |
| 30D | -3.3% | -11.9% | +8.6% | +2.0% |
| 3M | -43.6% | +5.0% | -48.6% | -45.7% |
| 6M | +19.0% | +8.6% | +10.4% | +12.6% |
| YTD | +37.4% | +9.7% | +27.7% | +28.1% |
| 1Y | +54.8% | -6.3% | +61.1% | +54.4% |
| 3Y | -25.2% | +58.2% | -83.4% | -41.6% |
| 5Y | +62.7% | +110.4% | -47.7% | +10.0% |
| 10Y | +574.3% | +272.8% | +301.6% | +208.9% |
| All | +691.3% | +419.1% | +272.2% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling