+17.1%
AON vs PENG
+42.1%
-25.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.4% | -15.2% | -2.9% |
| 7D | +4.4% | -19.4% | +23.8% | +4.5% |
| 30D | +24.1% | -42.4% | +66.5% | +24.8% |
| 3M | -7.0% | -25.6% | +18.7% | -6.9% |
| 6M | +9.1% | +7.3% | +1.9% | +5.6% |
| YTD | -4.4% | +113.9% | -118.3% | -11.8% |
| 1Y | -0.8% | +93.6% | -94.4% | -8.0% |
| 3Y | +5.1% | +170.2% | -165.1% | -8.8% |
| All | +17.1% | +42.1% | -25.0% | +2.6% |
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