+11,220.1%
AJG vs PTC
+5,792.1%
+5,428.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.5% |
| 7D | -7.4% | -13.6% | +6.2% | -6.0% |
| 30D | -3.0% | -14.7% | +11.7% | -1.4% |
| 3M | +12.8% | -5.9% | +18.7% | +13.3% |
| 6M | +12.8% | -21.1% | +34.0% | +15.3% |
| YTD | -4.7% | -26.0% | +21.3% | -2.2% |
| 1Y | -17.2% | -36.8% | +19.6% | -13.6% |
| 3Y | +10.2% | -10.3% | +20.5% | +10.2% |
| 5Y | +76.9% | +1.2% | +75.7% | +74.0% |
| 10Y | +480.5% | +198.3% | +282.2% | +410.0% |
| All | +11,220.1% | +5,792.1% | +5,428.0% | +7,643.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling