+73.4%
PGR vs AON
-7.5%
+80.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.4% |
| 7D | -0.6% | -6.3% | +5.7% | +2.3% |
| 30D | +4.9% | -14.1% | +19.0% | +12.0% |
| 3M | +7.6% | -9.5% | +17.1% | +12.2% |
| 6M | +8.3% | -4.0% | +12.3% | +9.9% |
| YTD | +1.7% | -13.8% | +15.5% | +7.9% |
| 1Y | -6.8% | -18.3% | +11.4% | +1.2% |
| 3Y | +73.4% | -7.2% | +80.6% | +86.9% |
| All | +73.4% | -7.5% | +80.9% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling