+117.4%
PM vs ACGL
+161.8%
-44.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.6% |
| 7D | -4.9% | -0.7% | -4.1% | -4.7% |
| 30D | -3.4% | -1.0% | -2.4% | -3.2% |
| 3M | +5.2% | +11.0% | -5.9% | +2.8% |
| 6M | +3.7% | -0.3% | +4.0% | +3.7% |
| YTD | +15.8% | +2.3% | +13.5% | +15.0% |
| 1Y | +17.4% | +6.4% | +11.0% | +15.5% |
| 3Y | +116.9% | +34.0% | +83.0% | +100.2% |
| All | +117.4% | +161.8% | -44.4% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling