+65.3%
PBF vs ACGL
+34.9%
+30.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.2% | -5.3% |
| 7D | -15.3% | +1.3% | -16.5% | -15.4% |
| 30D | -21.8% | +14.2% | -36.0% | -22.5% |
| 3M | -0.2% | +11.1% | -11.3% | -1.0% |
| 6M | +63.6% | +16.4% | +47.2% | +60.8% |
| YTD | +147.5% | +13.8% | +133.7% | +143.2% |
| 1Y | +69.8% | +21.6% | +48.3% | +65.0% |
| 3Y | +65.3% | +33.5% | +31.7% | +62.8% |
| All | +65.3% | +34.9% | +30.4% | +62.8% |
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 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