-21.5%
PFE vs ACGL
+159.2%
-180.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.3% | -1.1% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | +5.0% | +13.7% | -8.8% | +2.5% |
| 3M | +12.2% | +8.0% | +4.1% | +10.5% |
| 6M | +14.6% | +13.3% | +1.3% | +11.7% |
| YTD | +24.1% | +11.8% | +12.3% | +21.2% |
| 1Y | +26.6% | +22.2% | +4.3% | +21.6% |
| 3Y | +14.3% | +32.5% | -18.2% | +7.8% |
| All | -21.5% | +159.2% | -180.7% | -28.6% |
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