+273.1%
ACGL vs PSLV
+189.7%
+83.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.3% | +5.4% | +0.4% |
| 7D | -3.6% | -4.9% | +1.2% | -3.4% |
| 30D | -2.1% | -1.9% | -0.2% | -2.0% |
| 3M | +5.4% | +4.2% | +1.2% | +4.9% |
| 6M | 0.0% | -27.6% | +27.6% | +1.8% |
| YTD | +0.3% | -11.7% | +12.0% | -1.2% |
| 1Y | +6.2% | +49.3% | -43.1% | -2.1% |
| 3Y | +30.9% | +167.1% | -136.2% | +11.2% |
| 5Y | +159.8% | +151.7% | +8.1% | +120.1% |
| All | +273.1% | +189.7% | +83.4% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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