+3,449.8%
PFE vs AON
+5,359.9%
-1,910.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -3.0% | -2.4% | -0.6% | -2.4% |
| 30D | +5.2% | +22.8% | -17.6% | +0.1% |
| 3M | +12.2% | -5.3% | +17.6% | +13.3% |
| 6M | +17.8% | +8.4% | +9.4% | +14.9% |
| YTD | +26.2% | -3.9% | +30.1% | +26.2% |
| 1Y | +23.2% | -3.1% | +26.3% | +22.9% |
| 3Y | +21.3% | +3.0% | +18.3% | +18.2% |
| 5Y | -23.1% | +16.7% | -39.8% | -28.0% |
| 10Y | +50.7% | +232.6% | -181.9% | +7.6% |
| All | +3,449.8% | +5,359.9% | -1,910.1% | +1,144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling