+811.9%
PGR vs AJG
+473.1%
+338.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -0.6% | -8.3% | +7.7% | +4.4% |
| 30D | +4.9% | -5.7% | +10.6% | +8.4% |
| 3M | +7.6% | +9.1% | -1.4% | +2.2% |
| 6M | +8.3% | +15.2% | -7.0% | -0.8% |
| YTD | +1.7% | -6.3% | +8.0% | +4.3% |
| 1Y | -6.8% | -19.1% | +12.3% | +4.0% |
| 3Y | +73.4% | +8.2% | +65.2% | +61.1% |
| 5Y | +161.2% | +75.6% | +85.6% | +79.3% |
| All | +811.9% | +473.1% | +338.8% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling