+176.8%
ACGL vs PSLV
+91.2%
+85.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.2% |
| 3M | +11.1% | -21.4% | +32.5% | +10.8% |
| 6M | +16.3% | -39.9% | +56.3% | +16.2% |
| YTD | +13.8% | -29.3% | +43.1% | +12.8% |
| 1Y | +20.4% | -1.6% | +22.0% | +17.6% |
| 3Y | +33.6% | +121.3% | -87.7% | +25.7% |
| 5Y | +176.8% | +89.9% | +86.9% | +153.0% |
| All | +176.8% | +91.2% | +85.6% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling