+75.2%
AJG vs PSLV
+154.2%
-79.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -8.3% | -3.5% | -4.8% | -8.3% |
| 30D | -5.7% | -2.1% | -3.5% | -5.7% |
| 3M | +9.1% | -1.6% | +10.7% | +9.2% |
| 6M | +15.2% | -25.5% | +40.7% | +15.3% |
| YTD | -6.3% | -11.4% | +5.1% | -7.2% |
| 1Y | -19.1% | +48.6% | -67.7% | -22.1% |
| 3Y | +8.2% | +166.9% | -158.7% | -1.1% |
| All | +75.2% | +154.2% | -79.0% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling