-7.2%
AON vs PNR
-14.5%
+7.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -6.3% | -6.0% | -0.3% | -5.4% |
| 30D | -14.1% | -14.0% | -0.1% | -12.1% |
| 3M | -9.5% | -21.7% | +12.2% | -6.4% |
| 6M | -4.0% | -37.3% | +33.3% | +2.2% |
| YTD | -13.8% | -45.1% | +31.3% | -6.5% |
| 1Y | -18.3% | -49.1% | +30.8% | -10.1% |
| 3Y | -7.2% | -14.8% | +7.6% | -3.2% |
| All | -7.2% | -14.5% | +7.3% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling