+196.2%
PAAS vs ACGL
+324.4%
-128.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -8.9% | +2.2% | -11.1% | -9.2% |
| 30D | -11.4% | +12.3% | -23.7% | -12.9% |
| 3M | -20.4% | +11.8% | -32.3% | -21.7% |
| 6M | -40.7% | +17.5% | -58.2% | -42.2% |
| YTD | -26.9% | +14.3% | -41.2% | -28.7% |
| 1Y | -3.1% | +18.2% | -21.2% | -6.0% |
| 3Y | +199.3% | +33.2% | +166.1% | +183.0% |
| 5Y | +48.3% | +174.3% | -126.0% | +21.8% |
| All | +196.2% | +324.4% | -128.2% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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