-14.6%
PCG vs AJG
+10.0%
-24.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.6% |
| 7D | +6.5% | -7.4% | +13.8% | +8.2% |
| 30D | -16.7% | -3.0% | -13.8% | -16.2% |
| 3M | -14.2% | +12.8% | -27.0% | -16.8% |
| 6M | -21.5% | +12.8% | -34.3% | -24.0% |
| YTD | -11.2% | -4.7% | -6.4% | -9.7% |
| 1Y | -4.2% | -17.2% | +13.0% | +2.0% |
| All | -14.6% | +10.0% | -24.5% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling