+35.2%
PFE vs AON
+200.0%
-164.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.9% |
| 7D | -4.3% | -7.9% | +3.6% | -2.1% |
| 30D | +2.7% | -14.6% | +17.3% | +6.9% |
| 3M | +10.0% | -7.9% | +17.9% | +12.0% |
| 6M | +7.2% | -8.0% | +15.2% | +8.8% |
| YTD | +17.3% | -13.2% | +30.6% | +20.8% |
| 1Y | +20.3% | -16.4% | +36.7% | +25.1% |
| 3Y | -1.6% | -6.7% | +5.0% | -2.0% |
| 5Y | -21.4% | +8.0% | -29.4% | -26.1% |
| 10Y | +35.2% | +205.6% | -170.4% | -14.9% |
| All | +35.2% | +200.0% | -164.8% | -14.9% |
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