+11,175.1%
AJG vs PEG
+2,884.2%
+8,290.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -8.5% | -0.9% | -7.6% | -8.3% |
| 30D | -3.8% | -2.8% | -1.0% | -3.0% |
| 3M | +10.8% | -6.9% | +17.8% | +13.2% |
| 6M | +15.6% | -11.4% | +27.0% | +19.5% |
| YTD | -5.1% | -7.4% | +2.3% | -3.4% |
| 1Y | -16.0% | -8.3% | -7.8% | -14.4% |
| 3Y | +9.7% | +31.5% | -21.8% | -0.8% |
| 5Y | +77.8% | +38.0% | +39.9% | +57.7% |
| 10Y | +478.2% | +148.3% | +329.9% | +331.2% |
| All | +11,175.1% | +2,884.2% | +8,290.9% | +4,664.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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