+803.5%
PM vs AJG
+1,617.9%
-814.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | +4.7% | -8.3% | +12.9% | +7.8% |
| 30D | +2.6% | -5.7% | +8.3% | +4.6% |
| 3M | +6.6% | +9.1% | -2.5% | +3.0% |
| 6M | +16.5% | +15.2% | +1.3% | +10.0% |
| YTD | +21.2% | -6.3% | +27.5% | +22.3% |
| 1Y | +17.9% | -19.1% | +37.0% | +25.3% |
| 3Y | +129.8% | +8.2% | +121.6% | +116.2% |
| 5Y | +133.0% | +75.6% | +57.4% | +79.1% |
| 10Y | +220.8% | +471.1% | -250.3% | +60.5% |
| All | +803.5% | +1,617.9% | -814.4% | +226.0% |
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