+5.1%
AON vs PRU
+46.4%
-41.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.0% |
| 7D | +4.4% | +2.4% | +2.0% | +3.6% |
| 30D | +24.1% | +6.1% | +18.0% | +22.0% |
| 3M | -7.0% | -0.7% | -6.2% | -6.8% |
| 6M | +9.1% | +22.1% | -12.9% | +3.6% |
| YTD | -4.4% | +9.8% | -14.2% | -7.0% |
| 1Y | -0.8% | +19.4% | -20.1% | -5.7% |
| 3Y | +5.1% | +50.4% | -45.2% | -5.4% |
| All | +5.1% | +46.4% | -41.3% | -5.4% |
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