+31.8%
AON vs PCOR
-30.9%
+62.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.7% |
| 7D | -9.1% | -9.0% | -0.1% | -8.1% |
| 30D | -10.2% | +4.2% | -14.4% | -10.8% |
| 3M | +0.5% | +14.4% | -13.9% | -1.6% |
| 6M | -4.8% | +0.2% | -5.0% | -5.8% |
| YTD | -8.0% | -20.3% | +12.3% | -7.0% |
| 1Y | -13.1% | -16.1% | +3.1% | -12.8% |
| 3Y | -1.3% | -14.7% | +13.4% | -3.2% |
| 5Y | +14.9% | -43.2% | +58.1% | +9.8% |
| All | +31.8% | -30.9% | +62.7% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling