+1,597.6%
PG vs ACGL
+4,429.2%
-2,831.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -0.2% | -1.0% | +0.8% | -0.1% |
| 3M | +4.8% | +11.0% | -6.3% | +3.2% |
| 6M | -6.1% | -0.3% | -5.8% | -6.1% |
| YTD | +4.5% | +2.3% | +2.2% | +4.0% |
| 1Y | -5.3% | +6.4% | -11.7% | -6.3% |
| 3Y | +2.6% | +34.0% | -31.4% | -2.4% |
| 5Y | +15.6% | +161.6% | -146.0% | -0.6% |
| 10Y | +118.0% | +278.6% | -160.6% | +76.1% |
| All | +1,597.6% | +4,429.2% | -2,831.6% | +1,156.3% |
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