+289.8%
PBF vs ACGL
+665.9%
-376.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.1% | -4.3% | -5.0% |
| 7D | -13.8% | +0.9% | -14.6% | -14.6% |
| 30D | -19.6% | +13.7% | -33.3% | -27.5% |
| 3M | +10.3% | +8.0% | +2.2% | +2.9% |
| 6M | +63.4% | +13.3% | +50.2% | +45.1% |
| YTD | +152.6% | +11.8% | +140.8% | +123.3% |
| 1Y | +87.4% | +22.2% | +65.1% | +53.1% |
| 3Y | +63.3% | +32.5% | +30.8% | +13.8% |
| 5Y | +412.5% | +160.2% | +252.3% | +67.5% |
| 10Y | +282.5% | +338.5% | -56.0% | -14.3% |
| All | +289.8% | +665.9% | -376.1% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling