+7.2%
PFE vs AJG
+8.3%
-1.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.3% |
| 7D | -4.3% | -7.4% | +3.1% | -3.3% |
| 30D | +2.7% | -3.0% | +5.7% | +3.0% |
| 3M | +10.0% | +12.8% | -2.9% | +9.2% |
| 6M | +7.2% | +12.8% | -5.7% | +7.2% |
| All | +7.2% | +8.3% | -1.1% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling