+1,573.8%
PBR vs ACGL
+6,089.9%
-4,516.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.0% |
| 7D | +8.6% | -0.7% | +9.3% | +9.0% |
| 30D | +12.8% | -1.0% | +13.8% | +13.2% |
| 3M | +14.7% | +11.0% | +3.6% | +7.8% |
| 6M | +25.2% | -0.3% | +25.5% | +23.9% |
| YTD | +77.1% | +2.3% | +74.9% | +72.4% |
| 1Y | +69.6% | +6.4% | +63.2% | +61.1% |
| 3Y | +95.6% | +34.0% | +61.6% | +57.3% |
| 5Y | +501.8% | +161.6% | +340.1% | +220.2% |
| 10Y | +640.6% | +278.6% | +362.0% | +224.4% |
| All | +1,573.8% | +6,089.9% | -4,516.1% | +315.5% |
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