+237.0%
PAAS vs AJG
+9.5%
+227.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | -3.7% | -8.5% | +4.8% | -4.0% |
| 30D | -1.9% | -3.8% | +1.9% | -2.0% |
| 3M | +15.1% | +10.8% | +4.2% | +15.5% |
| 6M | -17.1% | +15.6% | -32.7% | -16.6% |
| YTD | -1.3% | -5.1% | +3.8% | +1.3% |
| 1Y | +41.1% | -16.0% | +57.1% | +47.0% |
| All | +237.0% | +9.5% | +227.5% | +249.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling