+213.5%
PAAS vs AJG
+473.1%
-259.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.9% | -8.3% | +6.3% | -0.1% |
| 30D | -3.6% | -5.7% | +2.1% | -2.3% |
| 3M | +8.6% | +9.1% | -0.5% | +5.7% |
| 6M | -16.7% | +15.2% | -31.9% | -20.5% |
| YTD | -1.9% | -6.3% | +4.4% | -1.1% |
| 1Y | +38.0% | -19.1% | +57.1% | +44.9% |
| 3Y | +234.9% | +8.2% | +226.7% | +216.4% |
| 5Y | +119.5% | +75.6% | +43.8% | +73.1% |
| All | +213.5% | +473.1% | -259.6% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling