-1.3%
AON vs PRU
+50.2%
-51.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -9.1% | +1.9% | -11.0% | -9.5% |
| 30D | -10.2% | +2.7% | -13.0% | -10.9% |
| 3M | +0.5% | +19.5% | -19.0% | -4.2% |
| 6M | -4.8% | +26.6% | -31.5% | -10.9% |
| YTD | -8.0% | +12.3% | -20.3% | -11.1% |
| 1Y | -13.1% | +18.0% | -31.1% | -17.3% |
| All | -1.3% | +50.2% | -51.5% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling