+1,043.7%
AON vs PFG
+1,015.3%
+28.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -9.1% | +5.5% | -14.6% | -10.4% |
| 30D | -10.2% | +2.4% | -12.6% | -10.8% |
| 3M | +0.5% | +13.6% | -13.1% | -2.7% |
| 6M | -4.8% | +27.9% | -32.7% | -10.6% |
| YTD | -8.0% | +35.6% | -43.5% | -14.9% |
| 1Y | -13.1% | +48.5% | -61.5% | -21.5% |
| 3Y | -1.3% | +66.9% | -68.2% | -14.4% |
| 5Y | +14.9% | +111.0% | -96.0% | -6.8% |
| 10Y | +214.9% | +244.5% | -29.6% | +117.5% |
| All | +1,043.7% | +1,015.3% | +28.4% | +346.7% |
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 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