+1,420.7%
PBR vs ACGL
+6,786.5%
-5,365.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -13.3% | +1.3% | -14.5% | -14.0% |
| 30D | -27.7% | +14.2% | -41.9% | -32.8% |
| 3M | +2.7% | +11.1% | -8.4% | -3.4% |
| 6M | -6.7% | +16.4% | -23.1% | -14.8% |
| YTD | +60.9% | +13.8% | +47.2% | +47.5% |
| 1Y | +46.6% | +21.6% | +25.0% | +29.6% |
| 3Y | +69.1% | +33.5% | +35.5% | +36.7% |
| 5Y | +469.6% | +174.8% | +294.8% | +195.8% |
| 10Y | +523.4% | +330.4% | +193.0% | +154.5% |
| All | +1,420.7% | +6,786.5% | -5,365.8% | +255.5% |
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