+16.8%
AON vs PENG
+56.5%
-39.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +6.9% | +1.5% |
| 7D | +1.0% | +13.2% | -12.2% | +1.0% |
| 30D | +23.2% | -29.9% | +53.1% | +23.7% |
| 3M | -5.0% | -22.2% | +17.2% | -4.9% |
| 6M | +9.3% | -1.9% | +11.2% | +7.1% |
| YTD | -3.4% | +142.1% | -145.5% | -11.0% |
| 1Y | -2.9% | +151.5% | -154.4% | -10.8% |
| 3Y | +3.6% | +206.9% | -203.3% | -10.2% |
| All | +16.8% | +56.5% | -39.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling