+48.3%
AJG vs PCOR
+64.1%
-15.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +0.5% | +3.0% | -2.6% | -0.3% |
| 30D | +19.4% | +38.7% | -19.3% | +9.6% |
| 3M | +11.9% | +24.9% | -12.9% | +4.5% |
| 6M | +48.3% | +68.8% | -20.5% | +25.8% |
| All | +48.3% | +64.1% | -15.8% | +25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling