+28.2%
PH vs AJG
-12.9%
+41.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.3% |
| 7D | -3.1% | -1.8% | -1.2% | -3.1% |
| 30D | -3.2% | +4.6% | -7.9% | -3.0% |
| 3M | +10.6% | +24.9% | -14.3% | +10.8% |
| 6M | -2.1% | +17.2% | -19.3% | -1.4% |
| YTD | +10.2% | +2.2% | +8.0% | +11.9% |
| 1Y | +28.2% | -11.5% | +39.7% | +33.8% |
| All | +28.2% | -12.9% | +41.1% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling