+134.1%
PSX vs AJG
+8.2%
+126.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +1.7% | -8.3% | +10.0% | +2.9% |
| 30D | +15.6% | -5.7% | +21.3% | +16.5% |
| 3M | +46.5% | +9.1% | +37.4% | +44.2% |
| 6M | +55.0% | +15.2% | +39.8% | +51.1% |
| YTD | +105.3% | -6.3% | +111.6% | +107.7% |
| 1Y | +101.6% | -19.1% | +120.7% | +109.7% |
| 3Y | +134.1% | +8.2% | +125.9% | +135.9% |
| All | +134.1% | +8.2% | +126.0% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling