+26.6%
ONON vs PFG
+82.7%
-56.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -10.0% | +2.4% | -12.4% | -11.2% |
| 30D | -5.3% | +5.9% | -11.1% | -8.2% |
| 3M | +6.5% | -0.4% | +6.9% | +6.2% |
| 6M | -5.0% | +14.8% | -19.8% | -13.2% |
| YTD | -27.6% | +31.9% | -59.6% | -39.2% |
| 1Y | -20.7% | +38.8% | -59.5% | -35.2% |
| 3Y | +26.6% | +82.4% | -55.8% | -13.0% |
| All | +26.6% | +82.7% | -56.0% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling