+1,660.3%
PLTR vs AJG
+143.9%
+1,516.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.3% |
| 7D | -4.1% | -8.3% | +4.2% | -0.8% |
| 30D | -2.2% | -5.7% | +3.4% | -0.2% |
| 3M | +27.6% | +9.1% | +18.5% | +22.4% |
| 6M | +10.3% | +15.2% | -4.9% | +3.1% |
| YTD | -5.9% | -6.3% | +0.4% | -4.8% |
| 1Y | +1.7% | -19.1% | +20.9% | +9.9% |
| 3Y | +959.1% | +8.2% | +950.9% | +879.5% |
| 5Y | +536.3% | +75.6% | +460.7% | +387.7% |
| All | +1,660.3% | +143.9% | +1,516.4% | +1,605.2% |
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 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