+180.2%
AON vs PENG
+735.0%
-554.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.0% |
| 7D | -3.2% | +34.6% | -37.8% | -4.5% |
| 30D | +21.7% | -35.9% | +57.6% | +23.7% |
| 3M | -5.1% | -14.7% | +9.6% | -5.3% |
| 6M | +5.9% | +13.5% | -7.6% | +2.0% |
| YTD | -4.8% | +156.1% | -160.9% | -14.3% |
| 1Y | -4.1% | +141.3% | -145.4% | -13.3% |
| 3Y | +2.0% | +223.4% | -221.4% | -12.8% |
| 5Y | +15.2% | +67.4% | -52.2% | +0.7% |
| All | +180.2% | +735.0% | -554.8% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling