+30.7%
PM vs ACGL
+20.4%
+10.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.1% | -1.4% | -5.7% | -6.6% |
| 30D | -2.8% | +12.4% | -15.2% | -7.1% |
| 3M | +6.3% | +11.1% | -4.8% | +2.1% |
| 6M | +9.6% | +16.3% | -6.7% | +3.3% |
| YTD | +25.6% | +13.8% | +11.8% | +19.5% |
| All | +30.7% | +20.4% | +10.3% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling