-39.2%
ONON vs PFGC
-5.1%
-34.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -3.0% | -2.2% | -0.8% | -2.5% |
| 30D | -26.7% | -11.9% | -14.8% | -24.7% |
| 3M | -25.3% | +5.0% | -30.3% | -26.1% |
| 6M | -35.3% | +8.6% | -43.9% | -37.0% |
| YTD | -39.8% | +9.7% | -49.5% | -41.2% |
| 1Y | -39.2% | -6.3% | -32.9% | -38.7% |
| All | -39.2% | -5.1% | -34.1% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling