+35.0%
PCAR vs ACGL
+35.5%
-0.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.2% | +6.4% | -4.2% | +0.9% |
| 30D | -4.4% | +16.6% | -21.0% | -7.4% |
| 3M | -21.4% | +11.6% | -33.0% | -23.2% |
| 6M | -7.3% | +17.5% | -24.8% | -10.5% |
| YTD | -3.8% | +15.3% | -19.0% | -7.0% |
| 1Y | +6.3% | +26.3% | -20.0% | +0.4% |
| All | +35.0% | +35.5% | -0.5% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling