+542.7%
PBR vs AJG
+74.4%
+468.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +5.4% | -8.3% | +13.6% | +6.3% |
| 30D | +22.9% | -5.7% | +28.5% | +23.5% |
| 3M | +19.6% | +9.1% | +10.6% | +17.8% |
| 6M | +16.5% | +15.2% | +1.3% | +13.7% |
| YTD | +86.7% | -6.3% | +92.9% | +87.4% |
| 1Y | +74.7% | -19.1% | +93.8% | +79.9% |
| 3Y | +102.6% | +8.2% | +94.3% | +92.5% |
| All | +542.7% | +74.4% | +468.3% | +402.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling