-3.6%
AON vs PSLV
-28.4%
+24.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +0.2% |
| 7D | -5.9% | -4.9% | -1.0% | -6.6% |
| 30D | -13.7% | -1.9% | -11.8% | -13.9% |
| 3M | -8.3% | +4.2% | -12.5% | -7.2% |
| 6M | -3.6% | -27.6% | +24.0% | -6.4% |
| All | -3.6% | -28.4% | +24.7% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 6mo: compounded portfolio wealth divided by compounded PSLV 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…
6mo analysis · Full analysis span regression · 6 months rolling