www.morningstar.com
money.cnn.com/funds
http://quote.bloomberg.com/apps/data?pid=mutualfunds
mutualfunds.about.com
www.etfconnect.com
These websites provide performance information on mutual funds.

www.pionline.com
www.managerreview.com
These websites have performance information on pension funds and money managers.

www.quantview.com/0201sto.htm
This site has charts that show the historical levels of return, risk, and the Sharpe measure for various portfolios.

investorhome.com/bench.htm
This site has links to various sources that have benchmarks that can be used to measure portfolio performance.

www.lipperweb.com
Lipper discusses how it calculates performance for open-end mutual funds.