-18.3%
AON vs PNR
-47.6%
+29.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -6.3% | -6.0% | -0.3% | -5.7% |
| 30D | -14.1% | -14.0% | -0.1% | -12.9% |
| 3M | -9.5% | -21.7% | +12.2% | -7.9% |
| 6M | -4.0% | -37.3% | +33.3% | -2.1% |
| YTD | -13.8% | -45.1% | +31.3% | -12.2% |
| 1Y | -18.3% | -49.1% | +30.8% | -15.9% |
| All | -18.3% | -47.6% | +29.3% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling