-17.6%
PCG vs ACGL
+26.1%
-43.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | 0.0% | +6.4% | -6.4% | -1.5% |
| 30D | +5.8% | +16.6% | -10.8% | +1.8% |
| 3M | -22.8% | +11.6% | -34.3% | -24.7% |
| 6M | -18.4% | +17.5% | -35.9% | -22.0% |
| YTD | -16.9% | +15.3% | -32.1% | -20.0% |
| 1Y | -17.6% | +26.3% | -43.9% | -24.3% |
| All | -17.6% | +26.1% | -43.7% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling