+1,260.8%
PAAS vs AJG
+7,233.9%
-5,973.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.2% |
| 7D | +2.0% | -3.8% | +5.8% | +2.5% |
| 30D | -0.1% | +1.6% | -1.7% | -0.3% |
| 3M | +8.2% | +18.6% | -10.4% | +5.7% |
| 6M | -13.8% | +10.9% | -24.7% | -15.4% |
| YTD | -0.6% | -2.0% | +1.3% | -1.0% |
| 1Y | +44.0% | -14.9% | +58.9% | +46.1% |
| 3Y | +246.6% | +13.4% | +233.2% | +236.9% |
| 5Y | +116.1% | +83.2% | +32.8% | +96.4% |
| 10Y | +202.7% | +484.3% | -281.5% | +144.4% |
| All | +1,260.8% | +7,233.9% | -5,973.1% | +1,206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling