-19.0%
PFE vs AJG
+74.4%
-93.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -2.6% | -8.3% | +5.7% | -0.7% |
| 30D | +5.4% | -5.7% | +11.0% | +6.7% |
| 3M | +7.8% | +9.1% | -1.3% | +5.4% |
| 6M | +5.0% | +15.2% | -10.2% | +1.2% |
| YTD | +17.1% | -6.3% | +23.4% | +18.4% |
| 1Y | +19.3% | -19.1% | +38.4% | +25.6% |
| 3Y | -0.9% | +8.2% | -9.2% | -5.4% |
| All | -19.0% | +74.4% | -93.4% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling