+4,895.0%
AON vs PPG
+2,572.2%
+2,322.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | -5.9% | -5.1% | -0.7% | -4.1% |
| 30D | -13.7% | -9.6% | -4.1% | -10.6% |
| 3M | -8.3% | -6.4% | -1.9% | -6.5% |
| 6M | -3.6% | +0.5% | -4.1% | -5.0% |
| YTD | -12.4% | +4.4% | -16.8% | -15.1% |
| 1Y | -14.6% | -0.9% | -13.7% | -16.0% |
| 3Y | -5.7% | -17.0% | +11.2% | -2.9% |
| 5Y | +9.1% | -23.7% | +32.8% | +13.6% |
| 10Y | +208.7% | +25.9% | +182.8% | +158.6% |
| All | +4,895.0% | +2,572.2% | +2,322.8% | +1,689.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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