+459.5%
AJG vs PNR
+66.2%
+393.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.1% |
| 7D | -8.3% | -6.0% | -2.2% | -6.1% |
| 30D | -5.7% | -14.0% | +8.3% | -0.4% |
| 3M | +9.1% | -21.7% | +30.8% | +18.3% |
| 6M | +15.2% | -37.3% | +52.5% | +34.8% |
| YTD | -6.3% | -45.1% | +38.8% | +14.5% |
| 1Y | -19.1% | -49.1% | +30.0% | +1.7% |
| 3Y | +8.2% | -14.8% | +23.1% | +6.9% |
| 5Y | +75.6% | -21.0% | +96.6% | +75.6% |
| All | +459.5% | +66.2% | +393.4% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling