+3,201.6%
PFE vs AJG
+11,671.2%
-8,469.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.3% |
| 7D | -2.7% | -3.8% | +1.1% | -1.7% |
| 30D | +3.8% | +1.6% | +2.2% | +3.4% |
| 3M | +10.4% | +18.6% | -8.3% | +5.4% |
| 6M | +6.3% | +10.9% | -4.6% | +2.9% |
| YTD | +17.4% | -2.0% | +19.3% | +16.8% |
| 1Y | +21.1% | -14.9% | +36.1% | +24.8% |
| 3Y | -1.6% | +13.4% | -15.0% | -6.6% |
| 5Y | -22.2% | +83.2% | -105.4% | -35.3% |
| 10Y | +32.9% | +484.3% | -451.4% | -18.0% |
| All | +3,201.6% | +11,671.2% | -8,469.7% | +1,211.7% |
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