+168.2%
PCAR vs AON
+13.7%
+154.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | 0.0% | -3.2% | +3.3% | +0.9% |
| 30D | -7.7% | -11.9% | +4.1% | -4.8% |
| 3M | +3.7% | -2.9% | +6.6% | +4.0% |
| 6M | +2.3% | -6.8% | +9.1% | +3.6% |
| YTD | +12.8% | -10.1% | +22.9% | +15.2% |
| 1Y | +27.8% | -14.2% | +42.0% | +32.3% |
| 3Y | +61.8% | -3.3% | +65.1% | +59.4% |
| 5Y | +168.2% | +13.6% | +154.6% | +139.2% |
| All | +168.2% | +13.7% | +154.5% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling