+96.9%
PSX vs AJG
+19.3%
+77.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.5% | -10.0% | -4.9% |
| 7D | -5.2% | +10.7% | -15.9% | -6.1% |
| 30D | -3.7% | +26.9% | -30.6% | -5.9% |
| 3M | +26.8% | +16.6% | +10.2% | +24.8% |
| 6M | +47.3% | +40.1% | +7.2% | +41.9% |
| YTD | +105.4% | +12.4% | +93.0% | +110.2% |
| 1Y | +96.9% | +15.9% | +81.0% | +101.5% |
| All | +96.9% | +19.3% | +77.6% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling