-20.7%
PFE vs ACGL
+161.8%
-182.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +10.2% | -1.0% | +11.2% | +10.4% |
| 3M | +12.7% | +11.0% | +1.6% | +10.3% |
| 6M | +10.5% | -0.3% | +10.9% | +10.4% |
| YTD | +20.2% | +2.3% | +17.9% | +19.3% |
| 1Y | +24.1% | +6.4% | +17.7% | +22.1% |
| 3Y | -3.6% | +34.0% | -37.5% | -9.3% |
| All | -20.7% | +161.8% | -182.5% | -33.5% |
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