+165.8%
PM vs ACGL
+159.2%
+6.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.1% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | +2.7% | +13.7% | -11.0% | -0.3% |
| 3M | +5.2% | +8.0% | -2.8% | +3.3% |
| 6M | +17.0% | +13.3% | +3.7% | +13.6% |
| YTD | +25.5% | +11.8% | +13.7% | +22.1% |
| 1Y | +35.5% | +22.2% | +13.3% | +29.5% |
| 3Y | +143.9% | +32.5% | +111.4% | +127.0% |
| All | +165.8% | +159.2% | +6.6% | +101.7% |
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 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