+324.9%
ACGL vs PSLV
+142.8%
+182.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | +2.2% | -6.3% | +8.5% | +2.5% |
| 30D | +12.3% | -12.7% | +25.0% | +13.0% |
| 3M | +11.8% | -24.7% | +36.6% | +13.3% |
| 6M | +17.5% | -44.6% | +62.0% | +21.3% |
| YTD | +14.3% | -33.3% | +47.5% | +14.0% |
| 1Y | +18.2% | -8.6% | +26.7% | +13.4% |
| 3Y | +33.2% | +108.2% | -75.0% | +13.7% |
| 5Y | +174.3% | +79.1% | +95.2% | +137.4% |
| All | +324.9% | +142.8% | +182.2% | +206.5% |
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