+23.9%
ONDS vs PFGC
+105.5%
-81.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.2% |
| 7D | +8.2% | -2.4% | +10.7% | +9.9% |
| 30D | -16.4% | -15.8% | -0.6% | -6.9% |
| 3M | -26.0% | -0.6% | -25.4% | -26.8% |
| 6M | -22.5% | +10.7% | -33.1% | -29.1% |
| YTD | -21.9% | +7.6% | -29.6% | -27.3% |
| 1Y | +25.7% | -7.8% | +33.6% | +28.9% |
| 3Y | +735.5% | +63.7% | +671.8% | +476.3% |
| 5Y | -0.1% | +112.3% | -112.4% | -41.7% |
| All | +23.9% | +105.5% | -81.6% | -22.9% |
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