+278.2%
PCAR vs ACGL
+332.0%
-53.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.2% |
| 7D | +3.8% | +1.3% | +2.6% | +3.4% |
| 30D | -2.0% | +14.2% | -16.2% | -6.8% |
| 3M | -19.1% | +11.1% | -30.2% | -22.3% |
| 6M | -6.8% | +16.4% | -23.2% | -12.5% |
| YTD | -2.5% | +13.8% | -16.2% | -8.0% |
| 1Y | +9.7% | +21.6% | -11.9% | +0.7% |
| 3Y | +34.0% | +33.5% | +0.4% | +15.7% |
| 5Y | +113.3% | +174.8% | -61.5% | +32.5% |
| 10Y | +278.2% | +330.4% | -52.2% | +76.7% |
| All | +278.2% | +332.0% | -53.8% | +76.7% |
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