+969.6%
PFE vs ACGL
+4,429.2%
-3,459.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.0% |
| 5Y | -20.9% | +161.6% | -182.5% | -36.1% |
| 10Y | +35.8% | +278.6% | -242.7% | -0.4% |
| All | +969.6% | +4,429.2% | -3,459.6% | +491.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling