+361.8%
PCAR vs AON
+209.9%
+152.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | -1.6% | -5.9% | +4.3% | +0.6% |
| 30D | -7.3% | -13.7% | +6.4% | -2.5% |
| 3M | +7.8% | -8.3% | +16.1% | +10.5% |
| 6M | +3.6% | -3.6% | +7.2% | +3.7% |
| YTD | +12.9% | -12.4% | +25.2% | +16.7% |
| 1Y | +27.3% | -14.6% | +41.9% | +32.7% |
| 3Y | +61.9% | -5.7% | +67.6% | +59.4% |
| 5Y | +164.2% | +9.1% | +155.0% | +139.3% |
| All | +361.8% | +209.9% | +152.0% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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