+75.2%
AJG vs PFG
+111.0%
-35.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -8.3% | -0.4% | -7.8% | -8.1% |
| 30D | -5.7% | +2.9% | -8.6% | -6.7% |
| 3M | +9.1% | +6.7% | +2.4% | +6.3% |
| 6M | +15.2% | +33.8% | -18.6% | +3.3% |
| YTD | -6.3% | +35.0% | -41.3% | -16.3% |
| 1Y | -19.1% | +46.4% | -65.5% | -30.1% |
| 3Y | +8.2% | +71.7% | -63.4% | -14.0% |
| All | +75.2% | +111.0% | -35.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling