+89.4%
AJG vs PCOR
-30.9%
+120.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.0% |
| 7D | -1.8% | -9.0% | +7.1% | -0.8% |
| 30D | +4.6% | +4.2% | +0.5% | +4.1% |
| 3M | +24.9% | +14.4% | +10.5% | +22.5% |
| 6M | +17.2% | +0.2% | +17.0% | +16.0% |
| YTD | +2.2% | -20.3% | +22.4% | +3.1% |
| 1Y | -11.5% | -16.1% | +4.6% | -11.4% |
| 3Y | +16.7% | -14.7% | +31.4% | +14.4% |
| 5Y | +89.6% | -43.2% | +132.8% | +81.7% |
| All | +89.4% | -30.9% | +120.3% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling