-77.2%
PCG vs ACGL
+351.1%
-428.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | 0.0% | +6.4% | -6.4% | -2.8% |
| 30D | +5.8% | +16.6% | -10.8% | -1.5% |
| 3M | -22.8% | +11.6% | -34.3% | -26.7% |
| 6M | -18.4% | +17.5% | -35.9% | -24.7% |
| YTD | -16.9% | +15.3% | -32.1% | -22.9% |
| 1Y | -17.6% | +26.3% | -43.9% | -26.8% |
| 3Y | -20.0% | +35.9% | -55.9% | -33.1% |
| 5Y | +16.0% | +168.2% | -152.2% | -34.3% |
| All | -77.2% | +351.1% | -428.3% | -86.9% |
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