+170.8%
AON vs PENG
+762.7%
-591.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -1.5% |
| 7D | -9.1% | +4.5% | -13.6% | -9.3% |
| 30D | -10.2% | -7.1% | -3.1% | -10.0% |
| 3M | +0.5% | -27.3% | +27.8% | +1.1% |
| 6M | -4.8% | +169.6% | -174.4% | -13.6% |
| YTD | -8.0% | +164.6% | -172.6% | -16.5% |
| 1Y | -13.1% | +109.5% | -122.5% | -20.0% |
| 3Y | -1.3% | +98.9% | -100.2% | -12.3% |
| 5Y | +14.9% | +116.3% | -101.3% | -0.9% |
| All | +170.8% | +762.7% | -591.9% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling