+1,234.1%
AJG vs PFG
+989.9%
+244.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.6% |
| 7D | -7.4% | +3.2% | -10.6% | -8.2% |
| 30D | -3.0% | +0.9% | -3.9% | -3.3% |
| 3M | +12.8% | +7.7% | +5.1% | +10.6% |
| 6M | +12.8% | +29.0% | -16.1% | +5.6% |
| YTD | -4.7% | +32.5% | -37.2% | -11.5% |
| 1Y | -17.2% | +47.3% | -64.5% | -25.3% |
| 3Y | +10.2% | +68.2% | -58.0% | -4.9% |
| 5Y | +76.9% | +108.5% | -31.6% | +43.6% |
| 10Y | +480.5% | +241.4% | +239.2% | +300.5% |
| All | +1,234.1% | +989.9% | +244.2% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling