+8.2%
AJG vs PSLV
+165.9%
-157.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -8.3% | -3.5% | -4.8% | -8.4% |
| 30D | -5.7% | -2.1% | -3.5% | -5.8% |
| 3M | +9.1% | -1.6% | +10.7% | +9.3% |
| 6M | +15.2% | -25.5% | +40.7% | +14.5% |
| YTD | -6.3% | -11.4% | +5.1% | -6.5% |
| 1Y | -19.1% | +48.6% | -67.7% | -19.2% |
| 3Y | +8.2% | +166.9% | -158.7% | +9.1% |
| All | +8.2% | +165.9% | -157.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling