-16.0%
AJG vs PCOR
-24.1%
+8.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -8.5% | -12.2% | +3.7% | -6.7% |
| 30D | -3.8% | -9.4% | +5.6% | -2.4% |
| 3M | +10.8% | +22.2% | -11.4% | +6.7% |
| 6M | +15.6% | -7.3% | +22.9% | +13.6% |
| YTD | -5.1% | -26.8% | +21.7% | -7.3% |
| 1Y | -16.0% | -22.2% | +6.2% | -18.6% |
| All | -16.0% | -24.1% | +8.0% | -18.6% |
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