-6.6%
AON vs PFG
+67.4%
-74.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -7.9% | +3.2% | -11.1% | -8.8% |
| 30D | -14.6% | +0.9% | -15.6% | -14.9% |
| 3M | -7.9% | +7.7% | -15.6% | -9.8% |
| 6M | -8.0% | +29.0% | -37.0% | -14.1% |
| YTD | -13.2% | +32.5% | -45.7% | -19.5% |
| 1Y | -16.4% | +47.3% | -63.7% | -24.7% |
| All | -6.6% | +67.4% | -74.0% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling