+197.7%
AON vs PNR
+66.2%
+131.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -6.3% | -6.0% | -0.3% | -4.4% |
| 30D | -14.1% | -14.0% | -0.1% | -9.8% |
| 3M | -9.5% | -21.7% | +12.2% | -2.6% |
| 6M | -4.0% | -37.3% | +33.3% | +10.5% |
| YTD | -13.8% | -45.1% | +31.3% | +3.3% |
| 1Y | -18.3% | -49.1% | +30.8% | +0.4% |
| 3Y | -7.2% | -14.8% | +7.6% | -8.2% |
| 5Y | +7.3% | -21.0% | +28.4% | +6.7% |
| All | +197.7% | +66.2% | +131.5% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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