-6.6%
AON vs PBF
+55.5%
-62.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.5% |
| 7D | -7.9% | +1.4% | -9.3% | -7.9% |
| 30D | -14.6% | +15.8% | -30.5% | -14.8% |
| 3M | -7.9% | +90.3% | -98.2% | -8.8% |
| 6M | -8.0% | +102.8% | -110.8% | -9.0% |
| YTD | -13.2% | +187.3% | -200.6% | -14.3% |
| 1Y | -16.4% | +161.8% | -178.3% | -17.5% |
| All | -6.6% | +55.5% | -62.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling