+229.6%
PM vs ACGL
+337.7%
-108.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.8% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | +2.7% | +13.7% | -11.0% | -1.5% |
| 3M | +5.2% | +8.0% | -2.8% | +2.5% |
| 6M | +17.0% | +13.3% | +3.7% | +12.1% |
| YTD | +25.5% | +11.8% | +13.7% | +20.5% |
| 1Y | +35.5% | +22.2% | +13.3% | +26.5% |
| 3Y | +143.9% | +32.5% | +111.4% | +117.1% |
| 5Y | +161.8% | +160.2% | +1.6% | +77.4% |
| All | +229.6% | +337.7% | -108.1% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling