-20.6%
PFE vs ACGL
+174.7%
-195.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -0.2% | +6.4% | -6.6% | -1.4% |
| 30D | +8.7% | +16.6% | -8.0% | +5.6% |
| 3M | +15.8% | +11.6% | +4.2% | +13.4% |
| 6M | +16.8% | +17.5% | -0.6% | +13.2% |
| YTD | +26.2% | +15.3% | +10.9% | +22.5% |
| 1Y | +29.9% | +26.3% | +3.6% | +24.0% |
| 3Y | +15.9% | +35.9% | -20.0% | +8.8% |
| 5Y | -20.6% | +168.2% | -188.8% | -29.7% |
| All | -20.6% | +174.7% | -195.3% | -29.7% |
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