-19.1%
AJG vs PNR
-47.6%
+28.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -8.3% | -6.0% | -2.2% | -7.4% |
| 30D | -5.7% | -14.0% | +8.3% | -3.6% |
| 3M | +9.1% | -21.7% | +30.8% | +12.4% |
| 6M | +15.2% | -37.3% | +52.5% | +20.1% |
| YTD | -6.3% | -45.1% | +38.8% | -2.1% |
| 1Y | -19.1% | -49.1% | +30.0% | -12.3% |
| All | -19.1% | -47.6% | +28.5% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling