+603.4%
AJG vs PFGC
+394.4%
+209.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -8.3% | -4.8% | -3.5% | -7.6% |
| 30D | -5.7% | -12.5% | +6.9% | -3.8% |
| 3M | +9.1% | -9.7% | +18.8% | +10.7% |
| 6M | +15.2% | +7.0% | +8.2% | +13.8% |
| YTD | -6.3% | +4.5% | -10.8% | -7.3% |
| 1Y | -19.1% | -11.6% | -7.5% | -18.0% |
| 3Y | +8.2% | +58.5% | -50.3% | +0.2% |
| 5Y | +75.6% | +112.6% | -36.9% | +54.6% |
| 10Y | +471.1% | +291.1% | +180.0% | +376.4% |
| All | +603.4% | +394.4% | +209.0% | +469.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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