+1,215.5%
AON vs PRU
+806.6%
+408.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 6M | -4.8% | +26.6% | -31.5% | -10.7% |
| YTD | -8.0% | +12.3% | -20.3% | -11.0% |
| 1Y | -13.1% | +18.0% | -31.1% | -17.1% |
| 3Y | -1.3% | +47.0% | -48.3% | -12.1% |
| 5Y | +14.9% | +48.4% | -33.5% | +1.1% |
| 10Y | +214.9% | +142.4% | +72.5% | +132.8% |
| All | +1,215.5% | +806.6% | +408.9% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling