+17.9%
ONDS vs PFGC
+100.3%
-82.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | -5.0% | -4.8% | -0.1% | -2.0% |
| 30D | -25.6% | -17.2% | -8.4% | -16.2% |
| 3M | -22.1% | -6.3% | -15.8% | -19.8% |
| 6M | -27.6% | +8.8% | -36.4% | -33.0% |
| YTD | -25.7% | +4.9% | -30.6% | -29.7% |
| 1Y | +30.4% | -9.5% | +39.9% | +35.1% |
| 3Y | +695.0% | +59.6% | +635.4% | +457.3% |
| 5Y | -2.2% | +113.5% | -115.7% | -43.0% |
| All | +17.9% | +100.3% | -82.4% | -25.5% |
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