+1,128.3%
PSX vs AJG
+845.6%
+282.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.5% | -8.5% | +10.0% | +5.9% |
| 30D | +15.8% | -3.8% | +19.6% | +17.6% |
| 3M | +43.0% | +10.8% | +32.2% | +34.4% |
| 6M | +61.1% | +15.6% | +45.5% | +47.0% |
| YTD | +104.5% | -5.1% | +109.7% | +105.8% |
| 1Y | +102.5% | -16.0% | +118.6% | +116.5% |
| 3Y | +133.5% | +9.7% | +123.7% | +105.8% |
| 5Y | +367.0% | +77.8% | +289.1% | +187.7% |
| 10Y | +382.3% | +478.2% | -95.9% | +35.0% |
| All | +1,128.3% | +845.6% | +282.7% | +151.9% |
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 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