-9.4%
ONDS vs PCG
+6.8%
-16.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.7% | -7.4% | -6.9% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | -17.2% | +0.8% | -18.0% | -17.5% |
| 3M | -40.2% | -22.0% | -18.1% | -35.6% |
| 6M | -38.5% | -17.1% | -21.4% | -35.9% |
| YTD | -42.9% | -16.9% | -26.1% | -41.3% |
| 1Y | -5.3% | -19.1% | +13.8% | -1.8% |
| 3Y | +820.7% | -19.4% | +840.1% | +872.6% |
| 5Y | -41.6% | +9.0% | -50.6% | -44.1% |
| All | -9.4% | +6.8% | -16.2% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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