+233.5%
AON vs PTC
+312.8%
-79.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.4% | +0.5% | -2.8% | -2.5% |
| 30D | +22.8% | +0.9% | +21.9% | +22.5% |
| 3M | -5.3% | +30.4% | -35.7% | -12.1% |
| 6M | +8.4% | +34.4% | -26.0% | -0.8% |
| YTD | -3.9% | +12.6% | -16.5% | -8.4% |
| 1Y | -3.1% | +10.2% | -13.3% | -7.2% |
| 3Y | +3.0% | +29.4% | -26.4% | -7.4% |
| 5Y | +16.7% | +63.7% | -47.1% | -3.0% |
| All | +233.5% | +312.8% | -79.2% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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