-5.6%
AON vs PFGC
+59.5%
-65.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -5.9% | -4.8% | -1.0% | -4.9% |
| 30D | -13.7% | -17.2% | +3.5% | -10.2% |
| 3M | -8.3% | -6.3% | -1.9% | -6.9% |
| 6M | -3.6% | +8.8% | -12.5% | -5.3% |
| YTD | -12.4% | +4.9% | -17.3% | -13.6% |
| 1Y | -14.6% | -9.5% | -5.2% | -12.7% |
| All | -5.6% | +59.5% | -65.2% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling