+459.5%
AJG vs PPG
+26.9%
+432.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | -8.3% | -6.2% | -2.0% | -6.1% |
| 30D | -5.7% | -7.9% | +2.3% | -2.8% |
| 3M | +9.1% | -10.2% | +19.3% | +12.9% |
| 6M | +15.2% | +2.7% | +12.6% | +12.3% |
| YTD | -6.3% | +4.9% | -11.2% | -10.1% |
| 1Y | -19.1% | -3.2% | -15.9% | -20.1% |
| 3Y | +8.2% | -17.0% | +25.2% | +11.5% |
| 5Y | +75.6% | -23.3% | +99.0% | +82.9% |
| All | +459.5% | +26.9% | +432.6% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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