+218.5%
PWR vs AJG
+8.2%
+210.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.4% | +4.9% |
| 7D | +4.2% | -8.3% | +12.5% | +2.5% |
| 30D | -4.0% | -5.7% | +1.6% | -5.0% |
| 3M | -4.8% | +9.1% | -13.9% | -4.4% |
| 6M | +14.6% | +15.2% | -0.6% | +15.3% |
| YTD | +54.2% | -6.3% | +60.5% | +57.0% |
| 1Y | +67.1% | -19.1% | +86.2% | +74.6% |
| 3Y | +218.5% | +8.2% | +210.2% | +184.7% |
| All | +218.5% | +8.2% | +210.3% | +184.7% |
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 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