-7.2%
AON vs PNC
+131.1%
-138.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -6.3% | -0.6% | -5.8% | -6.2% |
| 30D | -14.1% | -4.4% | -9.7% | -13.4% |
| 3M | -9.5% | +5.2% | -14.7% | -10.4% |
| 6M | -4.0% | +20.6% | -24.7% | -7.4% |
| YTD | -13.8% | +19.8% | -33.6% | -16.9% |
| 1Y | -18.3% | +24.4% | -42.7% | -21.9% |
| 3Y | -7.2% | +131.2% | -138.4% | -22.3% |
| All | -7.2% | +131.1% | -138.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 3y: compounded portfolio wealth divided by compounded PNC 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…
3y analysis · Full analysis span regression · 6 months rolling