+8,789.6%
PCAR vs ACGL
+5,005.0%
+3,784.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.2% | +6.4% | -4.2% | +0.1% |
| 30D | -4.4% | +16.6% | -21.0% | -9.2% |
| 3M | -21.4% | +11.6% | -33.0% | -24.3% |
| 6M | -7.3% | +17.5% | -24.8% | -12.6% |
| YTD | -3.8% | +15.3% | -19.0% | -9.0% |
| 1Y | +6.3% | +26.3% | -20.0% | -2.5% |
| 3Y | +34.4% | +35.9% | -1.5% | +18.2% |
| 5Y | +109.2% | +168.2% | -59.0% | +44.3% |
| 10Y | +312.9% | +352.0% | -39.1% | +131.3% |
| All | +8,789.6% | +5,005.0% | +3,784.6% | +2,872.0% |
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