-10.5%
ONON vs PFG
+67.4%
-77.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -3.5% | +3.2% | -6.7% | -5.3% |
| 30D | -30.8% | +0.9% | -31.7% | -31.2% |
| 3M | -29.8% | +7.7% | -37.5% | -33.2% |
| 6M | -34.8% | +29.0% | -63.8% | -44.5% |
| YTD | -42.3% | +32.5% | -74.7% | -51.6% |
| 1Y | -39.5% | +47.3% | -86.8% | -52.5% |
| All | -10.5% | +67.4% | -77.9% | -37.3% |
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