+17.6%
ONDS vs PFG
+174.6%
-157.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.2% |
| 7D | -5.1% | -0.4% | -4.7% | -4.8% |
| 30D | -26.0% | +2.9% | -28.9% | -28.0% |
| 3M | -26.4% | +6.7% | -33.2% | -31.1% |
| 6M | -26.4% | +33.8% | -60.2% | -43.6% |
| YTD | -25.9% | +35.0% | -60.9% | -44.0% |
| 1Y | +12.6% | +46.4% | -33.8% | -20.4% |
| 3Y | +706.9% | +71.6% | +635.3% | +400.4% |
| 5Y | -2.4% | +113.7% | -116.1% | -47.0% |
| All | +17.6% | +174.6% | -157.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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