+65.2%
PR vs ACGL
+337.7%
-272.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.2% |
| 7D | -16.4% | +0.9% | -17.3% | -16.9% |
| 30D | -1.9% | +13.7% | -15.6% | -7.5% |
| 3M | +8.0% | +8.0% | -0.1% | +3.9% |
| 6M | +4.1% | +13.3% | -9.2% | -2.4% |
| YTD | +58.7% | +11.8% | +46.9% | +48.5% |
| 1Y | +75.8% | +22.2% | +53.6% | +57.8% |
| 3Y | +73.2% | +32.5% | +40.7% | +45.5% |
| 5Y | +230.1% | +160.2% | +69.9% | +92.8% |
| All | +65.2% | +337.7% | -272.5% | +11.9% |
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