+14,800.7%
PCAR vs AJG
+11,671.2%
+3,129.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -0.2% |
| 7D | 0.0% | -3.8% | +3.8% | +1.6% |
| 30D | -7.7% | +1.6% | -9.3% | -8.5% |
| 3M | +3.7% | +18.6% | -14.9% | -4.0% |
| 6M | +2.3% | +10.9% | -8.6% | -3.3% |
| YTD | +12.8% | -2.0% | +14.8% | +11.5% |
| 1Y | +27.8% | -14.9% | +42.7% | +33.2% |
| 3Y | +61.8% | +13.4% | +48.4% | +46.9% |
| 5Y | +168.2% | +83.2% | +85.0% | +97.5% |
| 10Y | +359.1% | +484.3% | -125.2% | +106.7% |
| All | +14,800.7% | +11,671.2% | +3,129.5% | +2,591.5% |
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