+8.0%
AON vs PTC
-0.9%
+9.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.7% |
| 7D | -7.9% | -13.6% | +5.7% | -4.5% |
| 30D | -14.6% | -14.7% | 0.0% | -11.3% |
| 3M | -7.9% | -5.9% | -2.0% | -7.2% |
| 6M | -8.0% | -21.1% | +13.1% | -3.3% |
| YTD | -13.2% | -26.0% | +12.8% | -7.5% |
| 1Y | -16.4% | -36.8% | +20.4% | -7.4% |
| 3Y | -6.7% | -10.3% | +3.6% | -9.2% |
| 5Y | +8.0% | +1.2% | +6.8% | -1.6% |
| All | +8.0% | -0.9% | +9.0% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling