+1,100.7%
AON vs PFG
+985.4%
+115.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +1.0% | +2.4% | -1.3% | +0.4% |
| 30D | +23.2% | +5.9% | +17.3% | +21.4% |
| 3M | -5.0% | -0.4% | -4.6% | -5.0% |
| 6M | +9.3% | +14.8% | -5.5% | +5.5% |
| YTD | -3.4% | +31.9% | -35.3% | -10.1% |
| 1Y | -2.9% | +38.8% | -41.7% | -10.8% |
| 3Y | +3.6% | +82.4% | -78.7% | -12.0% |
| 5Y | +16.9% | +94.7% | -77.8% | -3.2% |
| 10Y | +234.4% | +187.0% | +47.4% | +140.6% |
| All | +1,100.7% | +985.4% | +115.3% | +372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling