+364.4%
PCAR vs ACGL
+276.1%
+88.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -6.2% | -1.0% | -5.2% | -5.9% |
| 3M | +5.9% | +11.0% | -5.2% | +1.3% |
| 6M | +0.4% | -0.3% | +0.7% | 0.0% |
| YTD | +14.8% | +2.3% | +12.6% | +12.8% |
| 1Y | +30.1% | +6.4% | +23.7% | +25.6% |
| 3Y | +66.7% | +34.0% | +32.7% | +42.8% |
| 5Y | +166.1% | +161.6% | +4.5% | +68.1% |
| All | +364.4% | +276.1% | +88.4% | +140.3% |
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