+538.6%
AON vs PBF
+317.1%
+221.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.5% | -2.5% |
| 7D | -3.2% | +2.4% | -5.6% | -3.4% |
| 30D | -11.9% | +24.9% | -36.7% | -13.2% |
| 3M | -2.9% | +81.9% | -84.7% | -7.0% |
| 6M | -6.8% | +79.4% | -86.2% | -11.0% |
| YTD | -10.1% | +188.3% | -198.4% | -17.0% |
| 1Y | -14.2% | +177.3% | -191.5% | -21.0% |
| 3Y | -3.3% | +56.0% | -59.3% | -8.8% |
| 5Y | +13.6% | +804.0% | -790.4% | -9.8% |
| 10Y | +209.2% | +334.1% | -124.9% | +131.7% |
| All | +538.6% | +317.1% | +221.5% | +352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling