+197.7%
AON vs PFGC
+292.9%
-95.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -6.3% | -4.8% | -1.6% | -5.6% |
| 30D | -14.1% | -12.5% | -1.6% | -12.4% |
| 3M | -9.5% | -9.7% | +0.2% | -8.1% |
| 6M | -4.0% | +7.0% | -11.0% | -5.1% |
| YTD | -13.8% | +4.5% | -18.3% | -14.7% |
| 1Y | -18.3% | -11.6% | -6.7% | -17.2% |
| 3Y | -7.2% | +58.5% | -65.7% | -14.1% |
| 5Y | +7.3% | +112.6% | -105.2% | -5.4% |
| All | +197.7% | +292.9% | -95.2% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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