-9.0%
AJG vs PLTD
-77.3%
+68.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -3.9% |
| 7D | -3.8% | +4.5% | -8.3% | -3.5% |
| 30D | +1.6% | -0.7% | +2.4% | +1.6% |
| 3M | +18.6% | -31.0% | +49.7% | +17.0% |
| 6M | +10.9% | -24.8% | +35.7% | +9.9% |
| YTD | -2.0% | -18.6% | +16.6% | -2.3% |
| 1Y | -14.9% | -31.8% | +16.9% | -16.3% |
| All | -9.0% | -77.3% | +68.3% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling