+0.9%
AON vs PRU
+27.9%
-27.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.6% | -2.2% | +1.8% |
| 7D | +9.4% | +9.8% | -0.3% | +5.6% |
| 30D | +27.0% | +11.6% | +15.4% | +21.9% |
| 3M | -3.1% | +3.7% | -6.8% | -5.0% |
| 6M | +10.0% | +33.0% | -23.0% | +2.6% |
| YTD | -1.6% | +16.6% | -18.2% | -6.5% |
| 1Y | +0.9% | +26.9% | -26.1% | -4.6% |
| All | +0.9% | +27.9% | -27.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling