+30.3%
ACGL vs PSLV
+175.1%
-144.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.5% |
| 7D | -2.9% | +2.7% | -5.6% | -2.9% |
| 30D | -2.8% | +3.5% | -6.3% | -2.7% |
| 3M | +6.8% | +0.3% | +6.5% | +7.0% |
| 6M | -1.5% | -21.0% | +19.5% | -1.6% |
| YTD | -0.2% | -8.9% | +8.7% | -0.8% |
| 1Y | +5.3% | +54.0% | -48.7% | +1.8% |
| 3Y | +30.3% | +175.4% | -145.2% | +27.2% |
| All | +30.3% | +175.1% | -144.8% | +27.2% |
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