+3.0%
PG vs ACGL
+29.4%
-26.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -0.4% | -2.9% | +2.5% | +0.3% |
| 30D | -0.1% | -2.8% | +2.7% | +0.5% |
| 3M | +1.1% | +6.8% | -5.7% | -0.5% |
| 6M | -3.8% | -1.5% | -2.3% | -3.7% |
| YTD | +3.8% | -0.2% | +4.1% | +3.6% |
| 1Y | -5.8% | +5.3% | -11.0% | -7.1% |
| 3Y | +3.0% | +30.3% | -27.3% | -2.9% |
| All | +3.0% | +29.4% | -26.4% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling