+202.6%
AON vs PTC
+200.2%
+2.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -5.9% | -14.2% | +8.4% | -2.3% |
| 30D | -13.7% | -14.4% | +0.8% | -10.4% |
| 3M | -8.3% | -4.7% | -3.6% | -7.8% |
| 6M | -3.6% | -19.3% | +15.7% | +0.8% |
| YTD | -12.4% | -26.1% | +13.8% | -6.5% |
| 1Y | -14.6% | -37.1% | +22.4% | -5.5% |
| 3Y | -5.7% | -10.4% | +4.7% | -6.6% |
| 5Y | +9.1% | +2.5% | +6.7% | +2.4% |
| All | +202.6% | +200.2% | +2.5% | +100.0% |
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