+83.7%
PR vs AJG
+17.4%
+66.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | -9.5% | +3.4% | -12.9% | -9.6% |
| 30D | -5.7% | +21.5% | -27.2% | -6.3% |
| 3M | +3.0% | +12.3% | -9.3% | +2.5% |
| 6M | +11.8% | +43.0% | -31.2% | +9.7% |
| YTD | +58.5% | +10.2% | +48.3% | +58.4% |
| 1Y | +69.9% | +13.9% | +56.0% | +69.2% |
| All | +83.7% | +17.4% | +66.3% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling