-16.0%
PCG vs AON
+2.1%
-18.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.5% |
| 7D | +1.9% | +9.4% | -7.5% | -0.9% |
| 30D | +8.5% | +27.0% | -18.5% | +0.4% |
| 3M | -22.9% | -3.1% | -19.8% | -21.2% |
| 6M | -16.8% | +10.0% | -26.7% | -16.1% |
| YTD | -15.8% | -1.6% | -14.2% | -13.5% |
| 1Y | -16.0% | +0.9% | -16.9% | -14.5% |
| All | -16.0% | +2.1% | -18.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling