+1,663.6%
PBR vs AJG
+1,943.5%
-279.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +5.4% | -8.3% | +13.6% | +9.2% |
| 30D | +22.9% | -5.7% | +28.5% | +25.6% |
| 3M | +19.6% | +9.1% | +10.6% | +13.8% |
| 6M | +16.5% | +15.2% | +1.3% | +7.6% |
| YTD | +86.7% | -6.3% | +92.9% | +87.0% |
| 1Y | +74.7% | -19.1% | +93.8% | +86.4% |
| 3Y | +102.6% | +8.2% | +94.3% | +82.7% |
| 5Y | +566.6% | +75.6% | +490.9% | +362.4% |
| 10Y | +686.1% | +471.1% | +214.9% | +231.3% |
| All | +1,663.6% | +1,943.5% | -279.9% | +395.3% |
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