+160.5%
PR vs ACGL
+395.2%
-234.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.7% | -9.2% | -7.7% |
| 7D | -12.1% | +8.0% | -20.1% | -15.1% |
| 30D | +0.9% | +17.3% | -16.4% | -5.9% |
| 3M | +10.1% | +11.2% | -1.1% | +4.9% |
| 6M | +1.1% | +18.2% | -17.1% | -6.7% |
| YTD | +63.7% | +15.4% | +48.3% | +51.5% |
| 1Y | +87.0% | +26.5% | +60.5% | +66.0% |
| 3Y | +70.7% | +36.1% | +34.7% | +42.8% |
| 5Y | +246.8% | +175.9% | +70.9% | +101.1% |
| 10Y | +72.6% | +352.4% | -279.8% | +8.4% |
| All | +160.5% | +395.2% | -234.7% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling