+61.8%
PCAR vs AON
-3.6%
+65.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | 0.0% | -3.2% | +3.3% | +0.5% |
| 30D | -7.7% | -11.9% | +4.1% | -6.1% |
| 3M | +3.7% | -2.9% | +6.6% | +4.0% |
| 6M | +2.3% | -6.8% | +9.1% | +3.3% |
| YTD | +12.8% | -10.1% | +22.9% | +14.7% |
| 1Y | +27.8% | -14.2% | +42.0% | +31.4% |
| 3Y | +61.8% | -3.3% | +65.1% | +67.0% |
| All | +61.8% | -3.6% | +65.4% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling