+66.4%
PBR vs ACGL
+33.8%
+32.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -1.0% | +2.2% | -3.2% | -1.2% |
| 30D | -29.3% | +12.3% | -41.6% | -30.1% |
| 3M | +5.5% | +11.8% | -6.3% | +4.3% |
| 6M | -2.9% | +17.5% | -20.3% | -4.7% |
| YTD | +61.5% | +14.3% | +47.2% | +58.5% |
| 1Y | +46.9% | +18.2% | +28.7% | +43.3% |
| 3Y | +66.4% | +33.2% | +33.3% | +62.8% |
| All | +66.4% | +33.8% | +32.7% | +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