+32.6%
ACGL vs PSLV
+123.1%
-90.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.4% | -1.5% | +0.1% | -1.4% |
| 30D | +12.4% | -15.2% | +27.6% | +11.9% |
| 3M | +11.1% | -21.4% | +32.5% | +10.5% |
| 6M | +16.3% | -39.9% | +56.3% | +15.6% |
| YTD | +13.8% | -29.3% | +43.1% | +12.4% |
| 1Y | +20.4% | -1.6% | +22.0% | +17.3% |
| All | +32.6% | +123.1% | -90.4% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling