+294.0%
PCAR vs ACGL
+337.7%
-43.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.3% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | -4.6% | +13.7% | -18.3% | -9.2% |
| 3M | -22.6% | +8.0% | -30.6% | -24.9% |
| 6M | -12.0% | +13.3% | -25.3% | -16.5% |
| YTD | -6.1% | +11.8% | -17.9% | -10.9% |
| 1Y | +6.3% | +22.2% | -15.9% | -2.6% |
| 3Y | +31.8% | +32.5% | -0.7% | +14.1% |
| 5Y | +104.2% | +160.2% | -56.0% | +29.6% |
| All | +294.0% | +337.7% | -43.7% | +75.9% |
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