Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PR vs AJG✓SelectedUSD · AJGPR vs AJG performance historyLatest closeAs of-0.13%09/09
Stock and ETF performance explorer

PR vs AJG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+419.0%
AJG return
+77.5%
Excess return
+341.5%
Maximum drawdown
-44.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioAJGExcessAlpha
1D-0.1%-2.9%+2.7%+0.7%
7D-0.8%-7.4%+6.5%+1.3%
30D+11.3%-3.0%+14.2%+12.0%
3M+24.1%+12.8%+11.2%+18.5%
6M+25.4%+12.8%+12.5%+19.3%
YTD+71.2%-4.7%+76.0%+72.5%
1Y+78.6%-17.2%+95.8%+90.3%
3Y+85.2%+10.2%+75.1%+61.8%
5Y+419.0%+76.9%+342.1%+226.6%
All+419.0%+77.5%+341.5%+226.6%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling