+50.7%
PFE vs ACGL
+329.5%
-278.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.0% | -1.4% | -1.6% | -2.6% |
| 30D | +5.2% | +12.4% | -7.1% | +2.2% |
| 3M | +12.2% | +11.1% | +1.1% | +9.2% |
| 6M | +17.8% | +16.3% | +1.4% | +13.1% |
| YTD | +26.2% | +13.8% | +12.4% | +21.7% |
| 1Y | +23.2% | +20.4% | +2.8% | +17.1% |
| 3Y | +21.3% | +33.6% | -12.3% | +11.0% |
| 5Y | -23.1% | +176.8% | -199.9% | -43.4% |
| 10Y | +50.7% | +324.6% | -273.9% | -5.8% |
| All | +50.7% | +329.5% | -278.7% | -5.8% |
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