-21.7%
ONON vs PFGC
+113.7%
-135.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | -2.1% | -4.8% | +2.7% | +1.0% |
| 30D | -11.6% | -12.5% | +0.9% | -3.9% |
| 3M | -30.1% | -9.7% | -20.4% | -25.9% |
| 6M | -30.5% | +7.0% | -37.5% | -34.3% |
| YTD | -41.0% | +4.5% | -45.5% | -44.3% |
| 1Y | -36.7% | -11.6% | -25.1% | -33.3% |
| 3Y | -8.6% | +58.5% | -67.1% | -38.6% |
| All | -21.7% | +113.7% | -135.4% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling