-22.1%
ONON vs PFGC
+120.2%
-142.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.4% |
| 7D | -1.7% | -2.4% | +0.8% | -0.1% |
| 30D | -27.4% | -15.8% | -11.6% | -19.3% |
| 3M | -26.5% | -0.6% | -25.9% | -26.7% |
| 6M | -34.2% | +10.7% | -44.9% | -39.1% |
| YTD | -41.3% | +7.6% | -49.0% | -45.6% |
| 1Y | -39.7% | -7.8% | -31.8% | -38.2% |
| 3Y | -7.8% | +63.7% | -71.6% | -39.4% |
| All | -22.1% | +120.2% | -142.3% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling