+7.3%
AON vs PBF
+799.3%
-792.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.2% | -1.7% |
| 7D | -6.3% | +5.3% | -11.6% | -6.4% |
| 30D | -14.1% | +11.7% | -25.8% | -14.3% |
| 3M | -9.5% | +91.1% | -100.6% | -11.1% |
| 6M | -4.0% | +88.4% | -92.4% | -5.8% |
| YTD | -13.8% | +194.1% | -207.9% | -16.4% |
| 1Y | -18.3% | +180.4% | -198.7% | -20.8% |
| 3Y | -7.2% | +59.3% | -66.5% | -9.4% |
| All | +7.3% | +799.3% | -792.1% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling