+185.5%
PAAS vs ACGL
+332.0%
-146.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.8% | -6.0% |
| 7D | +4.2% | +1.3% | +2.9% | +4.0% |
| 30D | -13.8% | +14.2% | -28.0% | -15.4% |
| 3M | -22.7% | +11.1% | -33.8% | -23.9% |
| 6M | -32.1% | +16.4% | -48.4% | -33.7% |
| YTD | -22.3% | +13.8% | -36.1% | -24.1% |
| 1Y | +7.7% | +21.6% | -13.9% | +4.0% |
| 3Y | +214.0% | +33.5% | +180.5% | +197.0% |
| 5Y | +63.2% | +174.8% | -111.6% | +34.4% |
| 10Y | +185.5% | +330.4% | -144.8% | +285.1% |
| All | +185.5% | +332.0% | -146.5% | +285.1% |
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