-76.2%
PCG vs ACGL
+332.0%
-408.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.3% |
| 7D | -0.5% | +1.3% | -1.7% | -1.0% |
| 30D | +0.8% | +14.2% | -13.4% | -5.3% |
| 3M | -22.0% | +11.1% | -33.1% | -25.9% |
| 6M | -17.1% | +16.4% | -33.4% | -23.1% |
| YTD | -16.9% | +13.8% | -30.6% | -22.4% |
| 1Y | -19.1% | +21.6% | -40.6% | -26.8% |
| 3Y | -19.4% | +33.5% | -53.0% | -32.1% |
| 5Y | +9.0% | +174.8% | -165.8% | -39.1% |
| 10Y | -76.2% | +330.4% | -406.5% | -87.0% |
| All | -76.2% | +332.0% | -408.2% | -87.0% |
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 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