+20.3%
PFE vs AON
-17.2%
+37.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.4% |
| 7D | -4.3% | -7.9% | +3.6% | -3.2% |
| 30D | +2.7% | -14.6% | +17.3% | +4.7% |
| 3M | +10.0% | -7.9% | +17.9% | +10.9% |
| 6M | +7.2% | -8.0% | +15.2% | +8.0% |
| YTD | +17.3% | -13.2% | +30.6% | +20.2% |
| 1Y | +20.3% | -16.4% | +36.7% | +26.4% |
| All | +20.3% | -17.2% | +37.5% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling