+63.3%
PBF vs ACGL
+31.5%
+31.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.4% |
| 7D | -13.8% | +0.9% | -14.6% | -13.8% |
| 30D | -19.6% | +13.7% | -33.3% | -20.4% |
| 3M | +10.3% | +8.0% | +2.2% | +9.5% |
| 6M | +63.4% | +13.3% | +50.2% | +61.0% |
| YTD | +152.6% | +11.8% | +140.8% | +148.4% |
| 1Y | +87.4% | +22.2% | +65.1% | +81.4% |
| 3Y | +63.3% | +32.5% | +30.8% | +59.5% |
| All | +63.3% | +31.5% | +31.8% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling