-14.6%
AON vs PTC
-37.0%
+22.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -5.9% | -14.2% | +8.4% | -2.9% |
| 30D | -13.7% | -14.4% | +0.8% | -11.0% |
| 3M | -8.3% | -4.7% | -3.6% | -8.6% |
| 6M | -3.6% | -19.3% | +15.7% | -2.5% |
| YTD | -12.4% | -26.1% | +13.8% | -10.5% |
| 1Y | -14.6% | -37.1% | +22.4% | -11.7% |
| All | -14.6% | -37.0% | +22.3% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling