+6.4%
PCG vs ACGL
+4,429.2%
-4,422.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +2.8% |
| 7D | -13.9% | -0.7% | -13.1% | -13.7% |
| 30D | -16.9% | -1.0% | -15.9% | -16.6% |
| 3M | -14.7% | +11.0% | -25.8% | -16.7% |
| 6M | -23.8% | -0.3% | -23.5% | -23.9% |
| YTD | -10.5% | +2.3% | -12.8% | -11.1% |
| 1Y | -5.1% | +6.4% | -11.5% | -6.7% |
| 3Y | -11.6% | +34.0% | -45.6% | -18.0% |
| 5Y | +59.0% | +161.6% | -102.6% | +26.6% |
| 10Y | -75.7% | +278.6% | -354.3% | -81.9% |
| All | +6.4% | +4,429.2% | -4,422.9% | -33.0% |
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