-11.1%
PCG vs ONON
-6.6%
-4.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +3.8% |
| 7D | +5.4% | -1.7% | +7.1% | +5.5% |
| 30D | -15.1% | -27.4% | +12.3% | -13.6% |
| 3M | -9.8% | -26.5% | +16.7% | -8.4% |
| 6M | -18.0% | -34.2% | +16.2% | -16.2% |
| YTD | -7.2% | -41.3% | +34.1% | -4.5% |
| 1Y | +2.9% | -39.7% | +42.5% | +5.4% |
| 3Y | -11.1% | -7.8% | -3.3% | -12.3% |
| All | -11.1% | -6.6% | -4.5% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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