+13,676.9%
PSA vs AJG
+11,290.2%
+2,386.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.6% | -8.5% | +4.9% | -0.7% |
| 30D | -9.4% | -3.8% | -5.6% | -8.3% |
| 3M | -8.2% | +10.8% | -19.0% | -11.7% |
| 6M | -1.8% | +15.6% | -17.5% | -7.4% |
| YTD | +15.7% | -5.1% | +20.9% | +16.4% |
| 1Y | +6.3% | -16.0% | +22.3% | +11.1% |
| 3Y | +21.6% | +9.7% | +11.8% | +14.5% |
| 5Y | +13.5% | +77.8% | -64.4% | -10.0% |
| 10Y | +101.3% | +478.2% | -377.0% | +5.8% |
| All | +13,676.9% | +11,290.2% | +2,386.7% | +4,541.3% |
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