+210.9%
PM vs AJG
+473.1%
-262.2%
-42.9%
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% | +1.1% |
| 7D | +4.7% | -8.3% | +12.9% | +7.9% |
| 30D | +2.6% | -5.7% | +8.3% | +4.7% |
| 3M | +6.6% | +9.1% | -2.5% | +2.8% |
| 6M | +16.5% | +15.2% | +1.3% | +9.6% |
| YTD | +21.2% | -6.3% | +27.5% | +22.6% |
| 1Y | +17.9% | -19.1% | +37.0% | +26.3% |
| 3Y | +129.8% | +8.2% | +121.6% | +113.8% |
| 5Y | +133.0% | +75.6% | +57.4% | +68.9% |
| All | +210.9% | +473.1% | -262.2% | +53.2% |
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