+47.6%
PCG vs ONON
-20.9%
+68.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -13.9% | -3.0% | -10.9% | -13.6% |
| 30D | -16.9% | -26.7% | +9.8% | -15.0% |
| 3M | -14.7% | -25.3% | +10.6% | -13.0% |
| 6M | -23.8% | -35.3% | +11.4% | -21.6% |
| YTD | -10.5% | -39.8% | +29.3% | -7.4% |
| 1Y | -5.1% | -39.2% | +34.1% | -2.2% |
| 3Y | -11.6% | -4.2% | -7.4% | -14.2% |
| All | +47.6% | -20.9% | +68.5% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling