-22.1%
ONON vs PFG
+110.3%
-132.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.6% |
| 7D | -1.7% | +6.0% | -7.7% | -5.8% |
| 30D | -27.4% | +2.2% | -29.6% | -28.5% |
| 3M | -26.5% | +10.4% | -36.9% | -32.0% |
| 6M | -34.2% | +27.8% | -62.0% | -45.4% |
| YTD | -41.3% | +33.6% | -75.0% | -52.9% |
| 1Y | -39.7% | +49.3% | -89.0% | -55.5% |
| 3Y | -7.8% | +69.7% | -77.6% | -40.6% |
| All | -22.1% | +110.3% | -132.4% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling