+15,068.3%
PCAR vs AON
+5,128.2%
+9,940.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | -0.5% | -9.1% | +8.6% | +3.1% |
| 30D | -6.2% | -10.2% | +4.0% | -2.4% |
| 3M | +5.9% | +0.5% | +5.4% | +4.8% |
| 6M | +0.4% | -4.8% | +5.2% | +1.1% |
| YTD | +14.8% | -8.0% | +22.8% | +16.7% |
| 1Y | +30.1% | -13.1% | +43.2% | +34.9% |
| 3Y | +66.7% | -1.3% | +67.9% | +61.4% |
| 5Y | +166.1% | +14.9% | +151.2% | +138.6% |
| 10Y | +353.7% | +214.9% | +138.8% | +160.0% |
| All | +15,068.3% | +5,128.2% | +9,940.1% | +3,206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling