+128.3%
PM vs AJG
+9.5%
+118.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +1.9% | -8.5% | +10.4% | +3.7% |
| 30D | +1.9% | -3.8% | +5.7% | +2.6% |
| 3M | +4.6% | +10.8% | -6.2% | +2.5% |
| 6M | +11.7% | +15.6% | -3.9% | +8.5% |
| YTD | +20.4% | -5.1% | +25.5% | +22.1% |
| 1Y | +19.0% | -16.0% | +35.0% | +24.2% |
| All | +128.3% | +9.5% | +118.7% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling