-2.9%
AON vs PRU
+20.9%
-23.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.1% |
| 7D | +1.0% | +3.6% | -2.6% | -0.4% |
| 30D | +23.2% | +8.9% | +14.3% | +19.3% |
| 3M | -5.0% | +0.2% | -5.2% | -5.7% |
| 6M | +9.3% | +23.7% | -14.4% | +3.8% |
| YTD | -3.4% | +13.7% | -17.2% | -7.4% |
| 1Y | -2.9% | +20.6% | -23.5% | -6.8% |
| All | -2.9% | +20.9% | -23.8% | -6.8% |
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