+54.5%
PCG vs ACGL
+161.8%
-107.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +3.0% |
| 7D | -13.9% | -0.7% | -13.1% | -13.6% |
| 30D | -16.9% | -1.0% | -15.9% | -16.5% |
| 3M | -14.7% | +11.0% | -25.8% | -17.7% |
| 6M | -23.8% | -0.3% | -23.5% | -23.9% |
| YTD | -10.5% | +2.3% | -12.8% | -11.5% |
| 1Y | -5.1% | +6.4% | -11.5% | -7.6% |
| 3Y | -11.6% | +34.0% | -45.6% | -21.7% |
| All | +54.5% | +161.8% | -107.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling