-5.1%
PCG vs AJG
-12.9%
+7.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | -13.9% | -1.8% | -12.0% | -13.7% |
| 30D | -16.9% | +4.6% | -21.5% | -17.0% |
| 3M | -14.7% | +24.9% | -39.6% | -16.2% |
| 6M | -23.8% | +17.2% | -41.0% | -24.5% |
| YTD | -10.5% | +2.2% | -12.7% | -8.9% |
| 1Y | -5.1% | -11.5% | +6.4% | -0.9% |
| All | -5.1% | -12.9% | +7.8% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling