-11.5%
AJG vs PLTD
-33.9%
+22.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.4% |
| 7D | -1.8% | +5.9% | -7.8% | -1.7% |
| 30D | +4.6% | -11.6% | +16.2% | +4.4% |
| 3M | +24.9% | -29.9% | +54.9% | +23.5% |
| 6M | +17.2% | -28.5% | +45.7% | +15.4% |
| YTD | +2.2% | -20.4% | +22.6% | -0.5% |
| 1Y | -11.5% | -33.3% | +21.7% | -15.0% |
| All | -11.5% | -33.9% | +22.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 1y: compounded portfolio wealth divided by compounded PLTD 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…
1y analysis · Full analysis span regression · 6 months rolling