+37.3%
PCAR vs AON
+4.5%
+32.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | -2.1% | +23.1% | -25.2% | -5.0% |
| 3M | -20.4% | -6.0% | -14.3% | -20.0% |
| 6M | -7.0% | +7.9% | -14.8% | -8.4% |
| YTD | -2.6% | -4.1% | +1.5% | -2.2% |
| 1Y | +9.8% | -2.3% | +12.1% | +9.7% |
| 3Y | +37.3% | +3.4% | +33.8% | +37.1% |
| All | +37.3% | +4.5% | +32.7% | +37.1% |
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