+135.3%
PM vs AJG
+74.4%
+60.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | +4.7% | -8.3% | +12.9% | +6.7% |
| 30D | +2.6% | -5.7% | +8.3% | +3.9% |
| 3M | +6.6% | +9.1% | -2.5% | +4.3% |
| 6M | +16.5% | +15.2% | +1.3% | +12.3% |
| YTD | +21.2% | -6.3% | +27.5% | +22.8% |
| 1Y | +17.9% | -19.1% | +37.0% | +24.1% |
| 3Y | +129.8% | +8.2% | +121.6% | +122.0% |
| All | +135.3% | +74.4% | +60.9% | +87.7% |
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