+15.9%
AJG vs PTEN
+79.8%
-63.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.4% | +14.8% | +4.8% |
| 7D | +10.7% | -15.5% | +26.2% | +9.7% |
| 30D | +26.9% | -7.8% | +34.7% | +26.4% |
| 3M | +16.6% | +6.4% | +10.2% | +16.6% |
| 6M | +40.1% | -11.9% | +52.0% | +41.1% |
| YTD | +12.4% | +79.4% | -66.9% | +10.0% |
| 1Y | +15.9% | +84.9% | -69.0% | +12.7% |
| All | +15.9% | +79.8% | -63.9% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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