-13.0%
AJG vs PLTD
-76.9%
+63.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.3% |
| 7D | -8.3% | +4.2% | -12.5% | -8.1% |
| 30D | -5.7% | +0.7% | -6.4% | -5.6% |
| 3M | +9.1% | -32.4% | +41.5% | +7.5% |
| 6M | +15.2% | -26.2% | +41.4% | +14.1% |
| YTD | -6.3% | -17.0% | +10.7% | -6.6% |
| 1Y | -19.1% | -26.7% | +7.6% | -20.0% |
| All | -13.0% | -76.9% | +63.9% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling