+7.3%
AON vs PFG
+111.0%
-103.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.6% |
| 6M | -4.0% | +33.8% | -37.8% | -13.1% |
| YTD | -13.8% | +35.0% | -48.8% | -22.3% |
| 1Y | -18.3% | +46.4% | -64.7% | -28.5% |
| 3Y | -7.2% | +71.7% | -78.8% | -25.0% |
| All | +7.3% | +111.0% | -103.7% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling