+166.6%
PM vs ACGL
+174.7%
-8.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -3.4% | +6.4% | -9.7% | -4.7% |
| 30D | +5.8% | +16.6% | -10.8% | +2.2% |
| 3M | +6.7% | +11.6% | -4.9% | +4.0% |
| 6M | +19.9% | +17.5% | +2.4% | +15.5% |
| YTD | +27.8% | +15.3% | +12.5% | +23.4% |
| 1Y | +39.4% | +26.3% | +13.1% | +32.1% |
| 3Y | +146.9% | +35.9% | +111.0% | +128.3% |
| 5Y | +166.6% | +168.2% | -1.5% | +101.1% |
| All | +166.6% | +174.7% | -8.1% | +101.1% |
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