+15.6%
AJG vs PTC
-21.2%
+36.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -8.5% | -14.2% | +5.7% | -4.7% |
| 30D | -3.8% | -14.4% | +10.7% | +0.1% |
| 3M | +10.8% | -4.7% | +15.5% | +9.7% |
| 6M | +15.6% | -19.3% | +34.9% | +20.6% |
| All | +15.6% | -21.2% | +36.8% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling