+60.6%
PFE vs ACGL
+337.7%
-277.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -0.9% |
| 7D | -3.7% | +0.9% | -4.6% | -3.9% |
| 30D | +5.0% | +13.7% | -8.8% | +1.6% |
| 3M | +12.2% | +8.0% | +4.1% | +9.9% |
| 6M | +14.6% | +13.3% | +1.3% | +10.8% |
| YTD | +24.1% | +11.8% | +12.3% | +20.2% |
| 1Y | +26.6% | +22.2% | +4.3% | +19.8% |
| 3Y | +14.3% | +32.5% | -18.2% | +4.8% |
| 5Y | -21.9% | +160.2% | -182.1% | -41.5% |
| All | +60.6% | +337.7% | -277.1% | -1.3% |
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 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