+107.3%
PR vs ACGL
+276.1%
-168.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | +2.9% | -0.7% | +3.7% | +3.2% |
| 30D | +18.0% | -1.0% | +19.0% | +18.5% |
| 3M | +16.9% | +11.0% | +5.8% | +10.9% |
| 6M | +28.2% | -0.3% | +28.5% | +27.1% |
| YTD | +69.3% | +2.3% | +67.1% | +65.4% |
| 1Y | +69.5% | +6.4% | +63.1% | +62.2% |
| 3Y | +81.7% | +34.0% | +47.7% | +50.8% |
| 5Y | +422.2% | +161.6% | +260.6% | +207.3% |
| All | +107.3% | +276.1% | -168.8% | +38.6% |
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