-21.7%
ONON vs PFG
+112.4%
-134.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.3% |
| 7D | -2.1% | -0.4% | -1.6% | -1.7% |
| 30D | -11.6% | +2.9% | -14.5% | -13.5% |
| 3M | -30.1% | +6.7% | -36.8% | -33.7% |
| 6M | -30.5% | +33.8% | -64.3% | -44.2% |
| YTD | -41.0% | +35.0% | -76.0% | -53.0% |
| 1Y | -36.7% | +46.4% | -83.1% | -52.6% |
| 3Y | -8.6% | +71.7% | -80.3% | -41.5% |
| All | -21.7% | +112.4% | -134.1% | -56.8% |
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