-1.3%
AON vs PENG
+108.8%
-110.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.1% |
| 7D | -9.1% | +4.5% | -13.6% | -9.0% |
| 30D | -10.2% | -7.1% | -3.1% | -10.3% |
| 3M | +0.5% | -27.3% | +27.8% | +0.4% |
| 6M | -4.8% | +169.6% | -174.4% | -6.8% |
| YTD | -8.0% | +164.6% | -172.6% | -10.0% |
| 1Y | -13.1% | +109.5% | -122.5% | -14.6% |
| All | -1.3% | +108.8% | -110.1% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling