+61.8%
PCG vs AON
+13.7%
+48.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.5% |
| 7D | +5.4% | -3.2% | +8.6% | +6.6% |
| 30D | -15.1% | -11.9% | -3.3% | -10.7% |
| 3M | -9.8% | -2.9% | -6.9% | -8.3% |
| 6M | -18.0% | -6.8% | -11.2% | -15.7% |
| YTD | -7.2% | -10.1% | +2.8% | -3.7% |
| 1Y | +2.9% | -14.2% | +17.1% | +8.6% |
| 3Y | -11.1% | -3.3% | -7.8% | -10.3% |
| 5Y | +61.8% | +13.6% | +48.2% | +53.4% |
| All | +61.8% | +13.7% | +48.1% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling