+278.2%
PCAR vs AON
+228.3%
+49.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.8% | +1.9% | +1.9% | +3.2% |
| 30D | -2.0% | +23.3% | -25.3% | -9.2% |
| 3M | -19.1% | -5.5% | -13.5% | -17.8% |
| 6M | -6.8% | +8.0% | -14.9% | -10.4% |
| YTD | -2.5% | -4.0% | +1.5% | -2.6% |
| 1Y | +9.7% | -1.7% | +11.4% | +8.4% |
| 3Y | +34.0% | +2.9% | +31.0% | +27.7% |
| 5Y | +113.3% | +17.2% | +96.1% | +88.9% |
| 10Y | +278.2% | +225.8% | +52.4% | +88.2% |
| All | +278.2% | +228.3% | +49.9% | +88.2% |
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