-11.9%
AJG vs PLTD
-76.7%
+64.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.3% |
| 7D | -8.5% | +9.9% | -18.4% | -8.1% |
| 30D | -3.8% | +3.8% | -7.6% | -3.5% |
| 3M | +10.8% | -32.3% | +43.1% | +9.2% |
| 6M | +15.6% | -25.9% | +41.5% | +14.5% |
| YTD | -5.1% | -16.4% | +11.3% | -5.4% |
| 1Y | -16.0% | -25.2% | +9.1% | -16.9% |
| All | -11.9% | -76.7% | +64.8% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling