+15.9%
AJG vs PCOR
+4.0%
+11.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +19.7% | -14.2% | +1.4% |
| 7D | +10.7% | +21.8% | -11.1% | +6.1% |
| 30D | +26.9% | +39.5% | -12.6% | +18.5% |
| 3M | +16.6% | +35.2% | -18.7% | +9.2% |
| 6M | +40.1% | +21.7% | +18.4% | +30.3% |
| YTD | +12.4% | +3.9% | +8.5% | +2.8% |
| 1Y | +15.9% | +6.9% | +9.0% | +5.7% |
| All | +15.9% | +4.0% | +11.9% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling