+82.5%
AJG vs PCOR
-15.7%
+98.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.6% |
| 3M | +11.5% | +32.0% | -20.4% | +7.4% |
| 6M | +42.9% | +54.7% | -11.9% | +34.4% |
| YTD | +10.0% | +6.6% | +3.4% | +6.9% |
| 1Y | +11.9% | -1.7% | +13.6% | +9.5% |
| 3Y | +16.9% | +49.0% | -32.0% | +6.4% |
| 5Y | +82.5% | -12.5% | +95.1% | +71.8% |
| All | +82.5% | -15.7% | +98.3% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling