+2.2%
AON vs PTC
+29.3%
-27.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | +21.7% | +1.2% | +20.5% | +21.5% |
| 3M | -5.1% | +32.6% | -37.7% | -9.6% |
| 6M | +5.9% | +36.1% | -30.2% | -0.3% |
| YTD | -4.8% | +12.7% | -17.5% | -7.9% |
| 1Y | -4.1% | +10.2% | -14.2% | -6.9% |
| All | +2.2% | +29.3% | -27.1% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling