+111.0%
PBF vs ACGL
+28.7%
+82.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.7% | -9.4% | -6.0% |
| 7D | -0.9% | +8.0% | -8.9% | +0.7% |
| 30D | -13.7% | +17.3% | -31.0% | -10.5% |
| 3M | +10.6% | +11.2% | -0.6% | +13.1% |
| 6M | +61.2% | +18.2% | +43.0% | +65.2% |
| YTD | +172.7% | +15.4% | +157.3% | +170.5% |
| 1Y | +111.0% | +26.5% | +84.5% | +120.7% |
| All | +111.0% | +28.7% | +82.3% | +120.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling