+3,375.1%
PFE vs AON
+5,309.2%
-1,934.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -2.1% | -3.2% | +1.1% | -1.4% |
| 30D | +3.1% | +21.7% | -18.6% | -1.7% |
| 3M | +11.2% | -5.1% | +16.3% | +12.2% |
| 6M | +15.0% | +5.9% | +9.1% | +12.8% |
| YTD | +23.5% | -4.8% | +28.3% | +23.8% |
| 1Y | +18.9% | -4.1% | +23.0% | +18.9% |
| 3Y | +18.7% | +2.0% | +16.7% | +16.0% |
| 5Y | -24.0% | +15.2% | -39.2% | -28.6% |
| 10Y | +47.5% | +229.5% | -182.0% | +5.6% |
| All | +3,375.1% | +5,309.2% | -1,934.0% | +1,121.1% |
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