+1,136.9%
AJG vs PSLV
+109.5%
+1,027.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -8.3% | -3.5% | -4.8% | -8.2% |
| 30D | -5.7% | -2.1% | -3.5% | -5.6% |
| 3M | +9.1% | -1.6% | +10.7% | +9.1% |
| 6M | +15.2% | -25.5% | +40.7% | +16.4% |
| YTD | -6.3% | -11.4% | +5.1% | -7.1% |
| 1Y | -19.1% | +48.6% | -67.7% | -22.7% |
| 3Y | +8.2% | +166.9% | -158.7% | -1.5% |
| 5Y | +75.6% | +152.4% | -76.8% | +59.6% |
| 10Y | +471.1% | +187.8% | +283.3% | +403.7% |
| All | +1,136.9% | +109.5% | +1,027.4% | +934.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling