+250.9%
PBF vs ACGL
+324.4%
-73.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.2% |
| 7D | +6.5% | +2.2% | +4.3% | +4.6% |
| 30D | -20.0% | +12.3% | -32.3% | -27.4% |
| 3M | -3.3% | +11.8% | -15.1% | -12.4% |
| 6M | +76.8% | +17.5% | +59.3% | +51.9% |
| YTD | +168.9% | +14.3% | +154.7% | +132.7% |
| 1Y | +96.4% | +18.2% | +78.2% | +64.7% |
| 3Y | +77.2% | +33.2% | +44.0% | +21.8% |
| 5Y | +417.7% | +174.3% | +243.4% | +52.3% |
| All | +250.9% | +324.4% | -73.4% | -36.2% |
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