+70.8%
PAAS vs ACGL
+159.2%
-88.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.4% | +1.7% |
| 7D | +8.4% | +0.9% | +7.5% | +8.3% |
| 30D | -7.2% | +13.7% | -20.9% | -8.0% |
| 3M | -14.0% | +8.0% | -22.1% | -14.5% |
| 6M | -26.8% | +13.3% | -40.0% | -27.6% |
| YTD | -19.8% | +11.8% | -31.6% | -20.8% |
| 1Y | +22.8% | +22.2% | +0.6% | +19.7% |
| 3Y | +183.6% | +32.5% | +151.2% | +175.2% |
| All | +70.8% | +159.2% | -88.4% | +46.5% |
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