+36.3%
AON vs PCOR
-8.1%
+44.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -3.2% | +2.2% | -5.3% | -3.5% |
| 30D | +21.7% | +37.4% | -15.8% | +16.7% |
| 3M | -5.1% | +33.2% | -38.3% | -8.8% |
| 6M | +5.9% | +60.6% | -54.7% | -0.9% |
| YTD | -4.8% | +6.2% | -11.0% | -7.4% |
| 1Y | -4.1% | -1.1% | -3.0% | -6.0% |
| 3Y | +2.0% | +48.4% | -46.4% | -6.8% |
| 5Y | +15.2% | -13.1% | +28.3% | +5.9% |
| All | +36.3% | -8.1% | +44.4% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling