+11,036.6%
AJG vs PNR
+3,426.6%
+7,610.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -8.3% | -6.0% | -2.2% | -7.0% |
| 30D | -5.7% | -14.0% | +8.3% | -2.5% |
| 3M | +9.1% | -21.7% | +30.8% | +14.6% |
| 6M | +15.2% | -37.3% | +52.5% | +26.6% |
| YTD | -6.3% | -45.1% | +38.8% | +5.7% |
| 1Y | -19.1% | -49.1% | +30.0% | -7.3% |
| 3Y | +8.2% | -14.8% | +23.1% | +9.2% |
| 5Y | +75.6% | -21.0% | +96.6% | +77.9% |
| 10Y | +471.1% | +64.7% | +406.4% | +387.7% |
| All | +11,036.6% | +3,426.6% | +7,610.0% | +7,227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling