+12,760.8%
PCAR vs AON
+5,347.3%
+7,413.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.6% |
| 30D | -2.1% | +23.1% | -25.2% | -10.1% |
| 3M | -20.4% | -6.0% | -14.3% | -18.8% |
| 6M | -7.0% | +7.9% | -14.8% | -10.8% |
| YTD | -2.6% | -4.1% | +1.5% | -2.9% |
| 1Y | +9.8% | -2.3% | +12.1% | +8.5% |
| 3Y | +37.3% | +3.4% | +33.8% | +30.2% |
| 5Y | +116.4% | +17.1% | +99.3% | +92.5% |
| 10Y | +293.0% | +230.6% | +62.4% | +120.5% |
| All | +12,760.8% | +5,347.3% | +7,413.5% | +2,651.6% |
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