+249.6%
PH vs AJG
+74.4%
+175.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -1.3% | -8.3% | +7.0% | +1.6% |
| 30D | -11.0% | -5.7% | -5.3% | -9.3% |
| 3M | +5.5% | +9.1% | -3.6% | +1.0% |
| 6M | +1.5% | +15.2% | -13.7% | -5.5% |
| YTD | +8.8% | -6.3% | +15.1% | +10.3% |
| 1Y | +24.5% | -19.1% | +43.6% | +35.4% |
| 3Y | +141.2% | +8.2% | +132.9% | +114.0% |
| All | +249.6% | +74.4% | +175.2% | +119.2% |
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 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