+134.5%
PSA vs ACGL
+329.5%
-194.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | +16.2% | +12.4% | +3.9% | +12.3% |
| 3M | +4.3% | +11.1% | -6.8% | +1.1% |
| 6M | +9.9% | +16.3% | -6.5% | +4.9% |
| YTD | +33.3% | +13.8% | +19.4% | +27.7% |
| 1Y | +25.8% | +20.4% | +5.4% | +18.6% |
| 3Y | +54.8% | +33.6% | +21.2% | +39.3% |
| 5Y | +27.5% | +176.8% | -149.3% | -11.1% |
| 10Y | +134.5% | +324.6% | -190.1% | +38.1% |
| All | +134.5% | +329.5% | -194.9% | +38.1% |
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