+1,426.5%
PBR vs ACGL
+6,722.2%
-5,295.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -13.3% | -1.1% | -12.2% | -12.9% |
| 30D | -27.5% | +13.1% | -40.6% | -32.2% |
| 3M | +5.2% | +9.8% | -4.6% | -0.4% |
| 6M | -6.4% | +15.3% | -21.6% | -14.1% |
| YTD | +61.6% | +12.7% | +48.8% | +48.8% |
| 1Y | +48.9% | +20.7% | +28.2% | +32.1% |
| 3Y | +70.0% | +34.3% | +35.7% | +37.1% |
| 5Y | +469.0% | +170.6% | +298.4% | +197.9% |
| 10Y | +471.6% | +330.6% | +141.0% | +133.2% |
| All | +1,426.5% | +6,722.2% | -5,295.6% | +258.6% |
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