+13,096.5%
PCAR vs AON
+5,359.9%
+7,736.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.4% | +2.4% |
| 7D | +2.2% | -2.4% | +4.5% | +3.2% |
| 30D | +0.3% | +22.8% | -22.5% | -7.7% |
| 3M | -17.9% | -5.3% | -12.6% | -16.6% |
| 6M | -3.4% | +8.4% | -11.8% | -7.5% |
| YTD | -0.1% | -3.9% | +3.8% | -0.5% |
| 1Y | +13.4% | -3.1% | +16.5% | +12.5% |
| 3Y | +37.2% | +3.0% | +34.2% | +30.4% |
| 5Y | +117.3% | +16.7% | +100.7% | +93.6% |
| 10Y | +295.0% | +232.6% | +62.3% | +121.0% |
| All | +13,096.5% | +5,359.9% | +7,736.5% | +2,720.9% |
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