-3.1%
AON vs PCOR
-1.9%
-1.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -2.4% | +2.5% | -4.9% | -2.9% |
| 30D | +22.8% | +37.9% | -15.1% | +14.5% |
| 3M | -5.3% | +32.0% | -37.3% | -11.2% |
| 6M | +8.4% | +54.7% | -46.4% | -2.9% |
| YTD | -3.9% | +6.6% | -10.5% | -11.4% |
| 1Y | -3.1% | -1.7% | -1.4% | -10.6% |
| All | -3.1% | -1.9% | -1.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling