+10.2%
PCG vs ONON
-1.8%
+12.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | -1.1% | +5.7% | -6.7% | -1.5% |
| 30D | +0.1% | +7.0% | -6.9% | -0.5% |
| 3M | -24.4% | -0.1% | -24.4% | -24.7% |
| 6M | -17.7% | +6.5% | -24.2% | -18.6% |
| YTD | -17.4% | -19.3% | +1.8% | -16.6% |
| 1Y | -19.4% | +7.2% | -26.6% | -20.8% |
| 3Y | -18.6% | +39.1% | -57.7% | -23.6% |
| 5Y | +10.2% | -0.8% | +11.1% | +1.7% |
| All | +10.2% | -1.8% | +12.0% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling