+40.1%
PYPL vs AJG
+473.1%
-433.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | -2.3% | -8.3% | +6.0% | +2.5% |
| 30D | -9.0% | -5.7% | -3.4% | -6.4% |
| 3M | +30.6% | +9.1% | +21.5% | +22.9% |
| 6M | +18.6% | +15.2% | +3.4% | +7.7% |
| YTD | -7.2% | -6.3% | -0.9% | -5.9% |
| 1Y | -19.3% | -19.1% | -0.1% | -11.1% |
| 3Y | -12.3% | +8.2% | -20.5% | -23.2% |
| 5Y | -80.9% | +75.6% | -156.5% | -88.3% |
| All | +40.1% | +473.1% | -433.0% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling