-1.7%
AON vs PRU
+22.1%
-23.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.2% |
| 7D | +1.9% | +3.8% | -1.9% | +0.3% |
| 30D | +23.3% | +9.0% | +14.3% | +19.4% |
| 3M | -5.5% | +2.1% | -7.7% | -6.7% |
| 6M | +8.0% | +25.4% | -17.4% | +2.4% |
| YTD | -4.0% | +13.5% | -17.5% | -7.8% |
| 1Y | -1.7% | +21.3% | -23.1% | -5.6% |
| All | -1.7% | +22.1% | -23.8% | -5.6% |
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