+8.2%
AJG vs PFG
+70.6%
-62.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -8.3% | -0.4% | -7.8% | -8.1% |
| 30D | -5.7% | +2.9% | -8.6% | -6.5% |
| 3M | +9.1% | +6.7% | +2.4% | +6.8% |
| 6M | +15.2% | +33.8% | -18.6% | +5.8% |
| YTD | -6.3% | +35.0% | -41.3% | -14.1% |
| 1Y | -19.1% | +46.4% | -65.5% | -27.6% |
| 3Y | +8.2% | +71.7% | -63.4% | -5.5% |
| All | +8.2% | +70.6% | -62.3% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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