+0.9%
AON vs PBR
+74.7%
-73.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.0% | +11.4% | +3.7% |
| 7D | +9.4% | -11.0% | +20.4% | +8.3% |
| 30D | +27.0% | -18.8% | +45.8% | +25.1% |
| 3M | -3.1% | +7.8% | -10.9% | -1.7% |
| 6M | +10.0% | -7.6% | +17.6% | +10.4% |
| YTD | -1.6% | +72.7% | -74.3% | +4.4% |
| 1Y | +0.9% | +72.9% | -72.1% | +7.0% |
| All | +0.9% | +74.7% | -73.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling