+88.1%
PBF vs ACGL
+20.5%
+67.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | -1.2% | +5.0% | +3.5% |
| 30D | -22.2% | +12.8% | -35.0% | -20.0% |
| 3M | +1.3% | +12.3% | -11.0% | +3.7% |
| 6M | +69.0% | +15.8% | +53.2% | +72.2% |
| YTD | +166.5% | +13.9% | +152.6% | +161.4% |
| 1Y | +88.1% | +19.0% | +69.1% | +89.8% |
| All | +88.1% | +20.5% | +67.6% | +89.8% |
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