+79.2%
PR vs AJG
+12.1%
+67.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.4% |
| 7D | +6.0% | +0.5% | +5.5% | +6.0% |
| 30D | -4.2% | +19.4% | -23.6% | -3.2% |
| 3M | +10.0% | +11.9% | -2.0% | +10.6% |
| 6M | +15.6% | +48.3% | -32.6% | +18.0% |
| YTD | +68.2% | +10.3% | +57.9% | +68.5% |
| 1Y | +79.2% | +11.5% | +67.7% | +80.0% |
| All | +79.2% | +12.1% | +67.1% | +80.0% |
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 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