+566.9%
PBR vs ACGL
+322.9%
+244.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -3.7% | -1.2% | -2.5% | -3.1% |
| 30D | -29.0% | +12.8% | -41.8% | -33.7% |
| 3M | +4.9% | +12.3% | -7.4% | -2.0% |
| 6M | -8.4% | +15.8% | -24.2% | -16.4% |
| YTD | +59.4% | +13.9% | +45.5% | +45.4% |
| 1Y | +45.5% | +19.0% | +26.5% | +29.4% |
| 3Y | +67.4% | +33.7% | +33.7% | +32.5% |
| 5Y | +453.0% | +173.4% | +279.6% | +154.7% |
| All | +566.9% | +322.9% | +244.0% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling