+1,100.9%
ACGL vs PSLV
+57.8%
+1,043.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +2.2% | -6.3% | +8.5% | +2.4% |
| 30D | +12.3% | -12.7% | +25.0% | +12.9% |
| 3M | +11.8% | -24.7% | +36.6% | +13.1% |
| 6M | +17.5% | -44.6% | +62.0% | +20.4% |
| YTD | +14.3% | -33.3% | +47.5% | +14.7% |
| 1Y | +18.2% | -8.6% | +26.7% | +15.8% |
| 3Y | +33.2% | +108.2% | -75.0% | +22.0% |
| 5Y | +174.3% | +79.1% | +95.2% | +152.9% |
| 10Y | +326.3% | +137.7% | +188.6% | +276.4% |
| All | +1,100.9% | +57.8% | +1,043.1% | +921.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling