+9.7%
PCAR vs AON
-1.3%
+11.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.8% | +1.9% | +1.9% | +3.7% |
| 30D | -2.0% | +23.3% | -25.3% | -2.8% |
| 3M | -19.1% | -5.5% | -13.5% | -19.8% |
| 6M | -6.8% | +8.0% | -14.9% | -6.6% |
| YTD | -2.5% | -4.0% | +1.5% | -3.1% |
| 1Y | +9.7% | -1.7% | +11.4% | +10.2% |
| All | +9.7% | -1.3% | +11.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling