-11.5%
AJG vs PSKY
-26.0%
+14.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +4.6% | +24.0% | -19.3% | +2.1% |
| 3M | +24.9% | +2.2% | +22.7% | +24.5% |
| 6M | +17.2% | -9.0% | +26.2% | +18.0% |
| YTD | +2.2% | -18.1% | +20.3% | +3.5% |
| 1Y | -11.5% | -25.1% | +13.6% | -9.4% |
| All | -11.5% | -26.0% | +14.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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