+15.9%
AJG vs PRU
+27.9%
-12.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.6% | -1.1% | +2.7% |
| 7D | +10.7% | +9.8% | +1.0% | +6.6% |
| 30D | +26.9% | +11.6% | +15.3% | +21.6% |
| 3M | +16.6% | +3.7% | +12.9% | +14.2% |
| 6M | +40.1% | +33.0% | +7.2% | +29.1% |
| YTD | +12.4% | +16.6% | -4.1% | +5.4% |
| 1Y | +15.9% | +26.9% | -11.0% | +7.8% |
| All | +15.9% | +27.9% | -12.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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