+8,313.4%
PWR vs AJG
+5,533.0%
+2,780.4%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -0.2% | -8.5% | +8.3% | +3.5% |
| 30D | -7.7% | -3.8% | -4.0% | -6.7% |
| 3M | -4.9% | +10.8% | -15.8% | -11.0% |
| 6M | +9.7% | +15.6% | -5.9% | -0.3% |
| YTD | +46.7% | -5.1% | +51.8% | +44.0% |
| 1Y | +58.7% | -16.0% | +74.7% | +63.4% |
| 3Y | +200.7% | +9.7% | +191.0% | +166.6% |
| 5Y | +438.6% | +77.8% | +360.7% | +278.8% |
| 10Y | +2,392.1% | +478.2% | +1,913.9% | +928.0% |
| All | +8,313.4% | +5,533.0% | +2,780.4% | +1,581.7% |
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 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