+1,380.4%
AJG vs PSKY
-44.8%
+1,425.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -8.5% | -6.0% | -2.5% | -7.6% |
| 30D | -3.8% | +10.7% | -14.4% | -5.3% |
| 3M | +10.8% | +1.2% | +9.7% | +10.4% |
| 6M | +15.6% | +1.5% | +14.1% | +14.6% |
| YTD | -5.1% | -21.8% | +16.6% | -2.5% |
| 1Y | -16.0% | -30.2% | +14.1% | -12.9% |
| 3Y | +9.7% | -20.1% | +29.8% | +5.5% |
| 5Y | +77.8% | -70.5% | +148.3% | +95.2% |
| 10Y | +478.2% | -75.2% | +553.5% | +475.3% |
| All | +1,380.4% | -44.8% | +1,425.2% | +1,079.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling