+104.5%
AJG vs PL
+84.9%
+19.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | -1.8% | -9.3% | +7.5% | -1.6% |
| 30D | +4.6% | -18.9% | +23.6% | +5.2% |
| 3M | +24.9% | -58.4% | +83.3% | +28.0% |
| 6M | +17.2% | -30.3% | +47.5% | +16.8% |
| YTD | +2.2% | -8.1% | +10.3% | +0.2% |
| 1Y | -11.5% | +180.5% | -192.0% | -18.1% |
| 3Y | +16.7% | +444.1% | -427.4% | +0.6% |
| 5Y | +89.6% | +83.0% | +6.6% | +67.2% |
| All | +104.5% | +84.9% | +19.6% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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