+43.7%
PYPL vs AJG
+531.4%
-487.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.3% |
| 7D | -4.3% | -7.4% | +3.0% | -0.1% |
| 30D | -11.5% | -3.0% | -8.5% | -10.3% |
| 3M | +26.1% | +12.8% | +13.3% | +16.2% |
| 6M | +13.7% | +12.8% | +0.8% | +4.2% |
| YTD | -9.8% | -4.7% | -5.1% | -9.5% |
| 1Y | -22.1% | -17.2% | -4.9% | -15.2% |
| 3Y | -13.5% | +10.2% | -23.7% | -25.2% |
| 5Y | -81.6% | +76.9% | -158.5% | -88.9% |
| 10Y | +38.8% | +480.5% | -441.7% | -64.3% |
| All | +43.7% | +531.4% | -487.7% | -63.6% |
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