-76.0%
PCG vs AON
+233.0%
-308.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | +2.2% | +1.0% | +1.1% | +1.7% |
| 30D | +0.8% | +23.2% | -22.4% | -9.2% |
| 3M | -23.8% | -5.0% | -18.8% | -21.6% |
| 6M | -19.6% | +9.3% | -29.0% | -23.2% |
| YTD | -16.7% | -3.4% | -13.3% | -16.3% |
| 1Y | -19.4% | -2.9% | -16.5% | -19.2% |
| 3Y | -18.3% | +3.6% | -22.0% | -22.1% |
| 5Y | +10.4% | +16.9% | -6.5% | -3.9% |
| All | -76.0% | +233.0% | -308.9% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling