+169.5%
PR vs AJG
+595.3%
-425.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +2.9% | -1.8% | +4.7% | +3.4% |
| 30D | +18.0% | +4.6% | +13.4% | +16.5% |
| 3M | +16.9% | +24.9% | -8.0% | +9.0% |
| 6M | +28.2% | +17.2% | +11.0% | +21.4% |
| YTD | +69.3% | +2.2% | +67.2% | +66.6% |
| 1Y | +69.5% | -11.5% | +81.0% | +74.2% |
| 3Y | +81.7% | +16.7% | +65.0% | +66.3% |
| 5Y | +422.2% | +89.6% | +332.6% | +305.7% |
| 10Y | +110.4% | +512.4% | -402.0% | +61.1% |
| All | +169.5% | +595.3% | -425.9% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling