+3,200.4%
PFE vs AON
+4,830.5%
-1,630.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.8% |
| 7D | -4.3% | -7.9% | +3.6% | -2.4% |
| 30D | +2.7% | -14.6% | +17.3% | +6.4% |
| 3M | +10.0% | -7.9% | +17.9% | +11.8% |
| 6M | +7.2% | -8.0% | +15.2% | +8.7% |
| YTD | +17.3% | -13.2% | +30.6% | +20.4% |
| 1Y | +20.3% | -16.4% | +36.7% | +24.5% |
| 3Y | -1.6% | -6.7% | +5.0% | -1.7% |
| 5Y | -21.4% | +8.0% | -29.4% | -24.9% |
| 10Y | +35.2% | +205.6% | -170.4% | -1.3% |
| All | +3,200.4% | +4,830.5% | -1,630.1% | +1,087.7% |
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