+341.9%
PBF vs ACGL
+270.2%
+71.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | +0.1% |
| 7D | +4.3% | -0.7% | +5.0% | +4.9% |
| 30D | +22.0% | -1.0% | +23.0% | +22.7% |
| 3M | +74.5% | +11.0% | +63.5% | +58.2% |
| 6M | +67.7% | -0.3% | +68.0% | +64.3% |
| YTD | +179.2% | +2.3% | +176.9% | +166.0% |
| 1Y | +170.0% | +6.4% | +163.6% | +145.4% |
| 3Y | +66.4% | +34.0% | +32.4% | +11.3% |
| 5Y | +764.5% | +161.6% | +602.9% | +160.7% |
| All | +341.9% | +270.2% | +71.8% | +12.2% |
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