+251.1%
PH vs AON
+9.3%
+241.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.5% |
| 7D | 0.0% | -7.9% | +7.9% | +2.7% |
| 30D | -10.3% | -14.6% | +4.4% | -5.8% |
| 3M | +5.1% | -7.9% | +13.0% | +7.0% |
| 6M | +2.3% | -8.0% | +10.3% | +3.8% |
| YTD | +8.7% | -13.2% | +21.9% | +12.5% |
| 1Y | +26.8% | -16.4% | +43.2% | +33.1% |
| 3Y | +139.2% | -6.7% | +145.8% | +136.5% |
| 5Y | +251.1% | +8.0% | +243.1% | +207.7% |
| All | +251.1% | +9.3% | +241.8% | +207.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling