+5,143.6%
AON vs PTC
+6,346.6%
-1,203.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | -0.4% |
| 7D | -9.1% | -10.3% | +1.2% | -7.9% |
| 30D | -10.2% | +1.1% | -11.4% | -10.4% |
| 3M | +0.5% | +1.6% | -1.1% | 0.0% |
| 6M | -4.8% | -13.5% | +8.6% | -3.4% |
| YTD | -8.0% | -19.1% | +11.1% | -6.0% |
| 1Y | -13.1% | -33.9% | +20.8% | -9.0% |
| 3Y | -1.3% | -3.9% | +2.6% | -2.1% |
| 5Y | +14.9% | +6.0% | +8.9% | +11.9% |
| 10Y | +214.9% | +223.7% | -8.8% | +163.4% |
| All | +5,143.6% | +6,346.6% | -1,203.0% | +2,537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling