+255.2%
PBF vs ACGL
+329.5%
-74.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | -4.0% | -1.4% | -2.6% | -3.0% |
| 30D | -18.0% | +12.4% | -30.3% | -25.6% |
| 3M | +0.9% | +11.1% | -10.2% | -8.1% |
| 6M | +65.7% | +16.3% | +49.4% | +43.5% |
| YTD | +161.9% | +13.8% | +148.1% | +127.3% |
| 1Y | +77.8% | +20.4% | +57.4% | +46.5% |
| 3Y | +74.9% | +33.6% | +41.3% | +19.7% |
| 5Y | +423.4% | +176.8% | +246.5% | +52.1% |
| 10Y | +255.2% | +324.6% | -69.4% | -36.0% |
| All | +255.2% | +329.5% | -74.3% | -36.0% |
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