+3,973.2%
PG vs AON
+4,798.1%
-824.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | -0.8% | -6.3% | +5.5% | +0.6% |
| 30D | +0.8% | -14.1% | +14.9% | +3.9% |
| 3M | -1.3% | -9.5% | +8.1% | +0.5% |
| 6M | -3.8% | -4.0% | +0.2% | -3.4% |
| YTD | +3.6% | -13.8% | +17.4% | +6.2% |
| 1Y | -5.7% | -18.3% | +12.6% | -2.3% |
| 3Y | +1.6% | -7.2% | +8.8% | +1.8% |
| 5Y | +14.6% | +7.3% | +7.3% | +10.5% |
| 10Y | +121.2% | +203.6% | -82.4% | +70.6% |
| All | +3,973.2% | +4,798.1% | -824.9% | +1,475.6% |
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