+4,845.0%
AON vs PNC
+4,015.6%
+829.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | -7.9% | -0.7% | -7.2% | -7.7% |
| 30D | -14.6% | -4.4% | -10.2% | -13.5% |
| 3M | -7.9% | +4.5% | -12.4% | -9.2% |
| 6M | -8.0% | +19.1% | -27.1% | -12.8% |
| YTD | -13.2% | +18.0% | -31.3% | -17.7% |
| 1Y | -16.4% | +24.1% | -40.5% | -22.0% |
| 3Y | -6.7% | +130.0% | -136.7% | -28.7% |
| 5Y | +8.0% | +50.4% | -42.4% | -8.0% |
| 10Y | +205.6% | +271.3% | -65.7% | +91.6% |
| All | +4,845.0% | +4,015.6% | +829.4% | +1,392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling