+34.4%
PCG vs ONON
-6.6%
+41.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.6% |
| 7D | -2.0% | -11.9% | +9.9% | -1.0% |
| 30D | -2.7% | -6.8% | +4.1% | -2.2% |
| 3M | -25.1% | +6.6% | -31.7% | -25.6% |
| 6M | -22.3% | -2.2% | -20.1% | -22.6% |
| YTD | -18.5% | -28.9% | +10.4% | -16.9% |
| 1Y | -21.8% | -20.3% | -1.5% | -21.1% |
| 3Y | -21.0% | +22.9% | -44.0% | -24.9% |
| 5Y | +8.1% | -11.1% | +19.2% | +2.5% |
| All | +34.4% | -6.6% | +41.0% | +27.0% |
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