+782.9%
ONDS vs PFGC
+82.7%
+700.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +8.7% | +1.5% | +7.2% | +8.1% |
| 30D | -14.1% | +17.4% | -31.5% | -20.1% |
| 3M | -41.2% | -2.4% | -38.8% | -40.3% |
| 6M | -39.2% | +18.2% | -57.4% | -44.8% |
| YTD | -41.3% | +23.7% | -65.0% | -48.2% |
| 1Y | -1.2% | +15.0% | -16.2% | -9.9% |
| All | +782.9% | +82.7% | +700.2% | +613.6% |
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