+9.6%
AJG vs PTC
-10.7%
+20.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -8.5% | -14.2% | +5.7% | -6.1% |
| 30D | -3.8% | -14.4% | +10.7% | -1.2% |
| 3M | +10.8% | -4.7% | +15.5% | +10.9% |
| 6M | +15.6% | -19.3% | +34.9% | +18.3% |
| YTD | -5.1% | -26.1% | +21.0% | -1.7% |
| 1Y | -16.0% | -37.1% | +21.0% | -11.1% |
| All | +9.6% | -10.7% | +20.3% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling