+2,090.1%
PPL vs AJG
+12,164.6%
-10,074.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +2.7% | -1.8% | +4.5% | +3.1% |
| 30D | +0.5% | +4.6% | -4.2% | -0.7% |
| 3M | +0.7% | +24.9% | -24.3% | -4.9% |
| 6M | -7.6% | +17.2% | -24.8% | -11.6% |
| YTD | +1.8% | +2.2% | -0.3% | +0.4% |
| 1Y | -0.8% | -11.5% | +10.8% | +1.1% |
| 3Y | +56.9% | +16.7% | +40.2% | +48.8% |
| 5Y | +39.5% | +89.6% | -50.1% | +17.4% |
| 10Y | +55.4% | +512.4% | -457.0% | +3.2% |
| All | +2,090.1% | +12,164.6% | -10,074.6% | +871.3% |
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