-10.5%
ONON vs PFGC
+61.7%
-72.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | -3.5% | -3.7% | +0.3% | -1.7% |
| 30D | -30.8% | -16.0% | -14.8% | -25.2% |
| 3M | -29.8% | -4.1% | -25.7% | -28.8% |
| 6M | -34.8% | +8.7% | -43.5% | -37.9% |
| YTD | -42.3% | +6.4% | -48.6% | -45.1% |
| 1Y | -39.5% | -8.4% | -31.2% | -37.7% |
| All | -10.5% | +61.7% | -72.2% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling