+96.8%
PR vs AJG
+480.2%
-383.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -0.2% | -8.5% | +8.3% | +2.3% |
| 30D | +10.4% | -3.8% | +14.2% | +11.4% |
| 3M | +21.1% | +10.8% | +10.3% | +16.8% |
| 6M | +28.8% | +15.6% | +13.1% | +22.0% |
| YTD | +71.8% | -5.1% | +76.9% | +72.4% |
| 1Y | +73.3% | -16.0% | +89.3% | +80.6% |
| 3Y | +85.9% | +9.7% | +76.1% | +72.3% |
| 5Y | +421.8% | +77.8% | +343.9% | +308.8% |
| All | +96.8% | +480.2% | -383.4% | +55.0% |
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 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