+23,435.8%
PH vs AJG
+11,335.6%
+12,100.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.4% |
| 7D | 0.0% | -7.4% | +7.4% | +3.0% |
| 30D | -10.3% | -3.0% | -7.3% | -9.4% |
| 3M | +5.1% | +12.8% | -7.8% | -0.8% |
| 6M | +2.3% | +12.8% | -10.6% | -4.0% |
| YTD | +8.7% | -4.7% | +13.4% | +8.4% |
| 1Y | +26.8% | -17.2% | +44.0% | +33.2% |
| 3Y | +139.2% | +10.2% | +129.0% | +120.9% |
| 5Y | +251.1% | +76.9% | +174.2% | +167.7% |
| 10Y | +812.6% | +480.5% | +332.0% | +368.6% |
| All | +23,435.8% | +11,335.6% | +12,100.2% | +7,438.2% |
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 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