+113.2%
PCG vs AJG
+11,671.2%
-11,558.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.0% | +7.7% | +4.8% |
| 7D | +5.4% | -3.8% | +9.2% | +6.5% |
| 30D | -15.1% | +1.6% | -16.7% | -15.6% |
| 3M | -9.8% | +18.6% | -28.4% | -14.5% |
| 6M | -18.0% | +10.9% | -28.9% | -21.1% |
| YTD | -7.2% | -2.0% | -5.3% | -7.8% |
| 1Y | +2.9% | -14.9% | +17.8% | +6.3% |
| 3Y | -11.1% | +13.4% | -24.5% | -16.0% |
| 5Y | +61.8% | +83.2% | -21.5% | +32.8% |
| 10Y | -75.2% | +484.3% | -559.4% | -84.2% |
| All | +113.2% | +11,671.2% | -11,558.0% | -4.1% |
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