+6,918.7%
AJG vs PTEN
+1,957.8%
+4,960.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -8.3% | +3.5% | -11.7% | -8.5% |
| 30D | -5.7% | +17.5% | -23.2% | -7.0% |
| 3M | +9.1% | +12.7% | -3.6% | +7.5% |
| 6M | +15.2% | +33.1% | -17.9% | +11.6% |
| YTD | -6.3% | +116.4% | -122.7% | -13.1% |
| 1Y | -19.1% | +141.2% | -160.3% | -25.9% |
| 3Y | +8.2% | -3.8% | +12.0% | +5.1% |
| 5Y | +75.6% | +92.7% | -17.1% | +56.0% |
| 10Y | +471.1% | -17.1% | +488.2% | +390.0% |
| All | +6,918.7% | +1,957.8% | +4,960.8% | +5,088.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling