+129.9%
PSA vs ACGL
+324.4%
-194.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -1.4% | +2.2% | -3.6% | -2.1% |
| 30D | +15.2% | +12.3% | +2.9% | +11.3% |
| 3M | +2.2% | +11.8% | -9.6% | -1.2% |
| 6M | +11.7% | +17.5% | -5.8% | +6.3% |
| YTD | +32.0% | +14.3% | +17.7% | +26.4% |
| 1Y | +26.3% | +18.2% | +8.1% | +19.7% |
| 3Y | +52.4% | +33.2% | +19.2% | +37.2% |
| 5Y | +26.3% | +174.3% | -148.0% | -11.6% |
| All | +129.9% | +324.4% | -194.5% | +36.0% |
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