-19.1%
AJG vs PTC
-36.4%
+17.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -8.3% | -7.3% | -1.0% | -6.8% |
| 30D | -5.7% | -11.6% | +6.0% | -3.4% |
| 3M | +9.1% | +10.5% | -1.4% | +6.3% |
| 6M | +15.2% | -17.8% | +33.0% | +15.4% |
| YTD | -6.3% | -24.9% | +18.6% | -4.5% |
| 1Y | -19.1% | -36.8% | +17.7% | -16.2% |
| All | -19.1% | -36.4% | +17.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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