+69.9%
PR vs ACGL
+22.9%
+46.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +1.1% |
| 7D | -9.5% | +1.3% | -10.8% | -9.2% |
| 30D | -5.7% | +14.2% | -19.9% | -3.9% |
| 3M | +3.0% | +11.1% | -8.1% | +4.3% |
| 6M | +11.8% | +16.4% | -4.5% | +14.8% |
| YTD | +58.5% | +13.8% | +44.7% | +60.6% |
| 1Y | +69.9% | +21.6% | +48.3% | +75.6% |
| All | +69.9% | +22.9% | +46.9% | +75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling