+4,002.1%
PNC vs AJG
+11,150.2%
-7,148.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -0.6% | -8.3% | +7.7% | +3.5% |
| 30D | -4.4% | -5.7% | +1.3% | -2.0% |
| 3M | +5.2% | +9.1% | -3.8% | 0.0% |
| 6M | +20.6% | +15.2% | +5.4% | +11.1% |
| YTD | +19.8% | -6.3% | +26.1% | +20.8% |
| 1Y | +24.4% | -19.1% | +43.5% | +34.1% |
| 3Y | +131.2% | +8.2% | +123.0% | +111.4% |
| 5Y | +53.1% | +75.6% | -22.5% | +9.1% |
| 10Y | +276.8% | +471.1% | -194.4% | +57.2% |
| All | +4,002.1% | +11,150.2% | -7,148.1% | +627.8% |
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