+419.0%
PR vs AJG
+77.5%
+341.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 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