+71.3%
PAAS vs ACGL
+174.7%
-103.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | +6.4% | -6.8% | -0.8% |
| 30D | -11.6% | +16.6% | -28.2% | -12.6% |
| 3M | -15.6% | +11.6% | -27.2% | -16.2% |
| 6M | -19.1% | +17.5% | -36.6% | -20.2% |
| YTD | -20.9% | +15.3% | -36.2% | -22.1% |
| 1Y | +21.3% | +26.3% | -5.0% | +18.0% |
| 3Y | +177.4% | +35.9% | +141.5% | +168.9% |
| 5Y | +71.3% | +168.2% | -96.8% | +47.6% |
| All | +71.3% | +174.7% | -103.4% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling