-22.2%
PFE vs AON
+13.7%
-35.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.8% |
| 7D | -2.7% | -3.2% | +0.6% | -2.0% |
| 30D | +3.8% | -11.9% | +15.7% | +6.5% |
| 3M | +10.4% | -2.9% | +13.2% | +10.6% |
| 6M | +6.3% | -6.8% | +13.1% | +7.3% |
| YTD | +17.4% | -10.1% | +27.4% | +19.4% |
| 1Y | +21.1% | -14.2% | +35.4% | +24.5% |
| 3Y | -1.6% | -3.3% | +1.7% | -2.4% |
| 5Y | -22.2% | +13.6% | -35.8% | -26.8% |
| All | -22.2% | +13.7% | -35.9% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling