+13.6%
AON vs PRU
+45.5%
-31.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.5% |
| 7D | -3.2% | +1.9% | -5.1% | -3.8% |
| 30D | -11.9% | -0.4% | -11.4% | -11.7% |
| 3M | -2.9% | +16.4% | -19.3% | -7.6% |
| 6M | -6.8% | +26.0% | -32.9% | -13.8% |
| YTD | -10.1% | +9.9% | -20.0% | -13.1% |
| 1Y | -14.2% | +18.8% | -33.0% | -19.4% |
| 3Y | -3.3% | +45.3% | -48.6% | -17.6% |
| 5Y | +13.6% | +45.6% | -32.0% | -3.3% |
| All | +13.6% | +45.5% | -31.9% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling