+31.8%
PNC vs AJG
+19.3%
+12.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.1% |
| 7D | +2.3% | +10.7% | -8.5% | +1.1% |
| 30D | +7.0% | +26.9% | -20.0% | +4.2% |
| 3M | -7.3% | +16.6% | -23.9% | -8.9% |
| 6M | +8.9% | +40.1% | -31.2% | +3.9% |
| YTD | +15.5% | +12.4% | +3.1% | +13.3% |
| 1Y | +31.8% | +15.9% | +15.9% | +27.9% |
| All | +31.8% | +19.3% | +12.5% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling