+8.4%
AON vs PENG
+6.5%
+1.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.3% | +1.2% |
| 7D | -2.4% | +1.9% | -4.2% | -1.6% |
| 30D | +22.8% | -37.8% | +60.6% | +18.0% |
| 3M | -5.3% | -14.1% | +8.7% | -5.1% |
| 6M | +8.4% | +13.1% | -4.7% | +14.0% |
| All | +8.4% | +6.5% | +1.9% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling