+54.1%
PPL vs AJG
+473.1%
-419.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -2.1% | -8.3% | +6.1% | +1.5% |
| 30D | -3.1% | -5.7% | +2.6% | -0.8% |
| 3M | -3.1% | +9.1% | -12.2% | -7.6% |
| 6M | -8.0% | +15.2% | -23.2% | -14.8% |
| YTD | -0.3% | -6.3% | +5.9% | +0.8% |
| 1Y | -2.2% | -19.1% | +16.9% | +5.9% |
| 3Y | +50.4% | +8.2% | +42.2% | +37.5% |
| 5Y | +36.9% | +75.6% | -38.8% | -6.4% |
| All | +54.1% | +473.1% | -419.0% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling