+17.2%
AJG vs PCOR
+49.8%
-32.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -2.2% | +2.5% | -4.7% | -2.5% |
| 30D | +20.6% | +37.9% | -17.3% | +16.3% |
| 3M | +11.5% | +32.0% | -20.4% | +7.9% |
| 6M | +42.9% | +54.7% | -11.9% | +35.5% |
| YTD | +10.0% | +6.6% | +3.4% | +5.3% |
| 1Y | +11.9% | -1.7% | +13.6% | +7.4% |
| All | +17.2% | +49.8% | -32.7% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling