+75.2%
AJG vs PHM
+156.2%
-80.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -8.3% | -5.0% | -3.3% | -7.4% |
| 30D | -5.7% | -8.4% | +2.8% | -4.2% |
| 3M | +9.1% | -4.4% | +13.5% | +9.8% |
| 6M | +15.2% | -3.7% | +19.0% | +15.5% |
| YTD | -6.3% | +1.3% | -7.6% | -7.1% |
| 1Y | -19.1% | -14.0% | -5.1% | -17.6% |
| 3Y | +8.2% | +48.1% | -39.9% | -4.1% |
| All | +75.2% | +156.2% | -80.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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