+72.9%
PBR vs ACGL
+28.7%
+44.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.7% | -9.7% | -6.5% |
| 7D | -11.0% | +8.0% | -19.0% | -9.9% |
| 30D | -18.8% | +17.3% | -36.1% | -17.0% |
| 3M | +7.8% | +11.2% | -3.4% | +9.4% |
| 6M | -7.6% | +18.2% | -25.8% | -5.8% |
| YTD | +72.7% | +15.4% | +57.3% | +74.1% |
| 1Y | +72.9% | +26.5% | +46.4% | +66.2% |
| All | +72.9% | +28.7% | +44.2% | +66.2% |
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 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