+3,128.9%
PEP vs AJG
+11,150.2%
-8,021.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -1.0% | -8.3% | +7.3% | +0.9% |
| 30D | -0.7% | -5.7% | +5.0% | +0.6% |
| 3M | -4.1% | +9.1% | -13.2% | -6.1% |
| 6M | -13.1% | +15.2% | -28.3% | -16.1% |
| YTD | -2.1% | -6.3% | +4.2% | -1.4% |
| 1Y | -1.7% | -19.1% | +17.5% | +2.2% |
| 3Y | -15.1% | +8.2% | -23.3% | -17.9% |
| 5Y | +3.1% | +75.6% | -72.5% | -10.8% |
| 10Y | +78.6% | +471.1% | -392.5% | +22.2% |
| All | +3,128.9% | +11,150.2% | -8,021.3% | +1,154.8% |
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