+75.7%
PEP vs AON
+209.9%
-134.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -1.4% | -5.9% | +4.5% | +0.6% |
| 30D | -0.2% | -13.7% | +13.4% | +4.4% |
| 3M | -4.3% | -8.3% | +4.0% | -1.8% |
| 6M | -13.2% | -3.6% | -9.6% | -12.7% |
| YTD | -1.9% | -12.4% | +10.5% | +1.5% |
| 1Y | -0.3% | -14.6% | +14.3% | +3.9% |
| 3Y | -13.6% | -5.7% | -7.9% | -14.1% |
| 5Y | +3.4% | +9.1% | -5.8% | -4.3% |
| All | +75.7% | +209.9% | -134.2% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling