+197.7%
AON vs PFG
+251.1%
-53.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -2.0% |
| 7D | -6.3% | -0.4% | -5.9% | -6.2% |
| 30D | -14.1% | +2.9% | -17.0% | -15.0% |
| 3M | -9.5% | +6.7% | -16.2% | -11.7% |
| 6M | -4.0% | +33.8% | -37.8% | -13.6% |
| YTD | -13.8% | +35.0% | -48.8% | -22.8% |
| 1Y | -18.3% | +46.4% | -64.7% | -29.1% |
| 3Y | -7.2% | +71.7% | -78.8% | -25.4% |
| 5Y | +7.3% | +113.7% | -106.3% | -21.8% |
| All | +197.7% | +251.1% | -53.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling