+28.3%
PSA vs ACGL
+22.6%
+5.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.1% |
| 7D | +3.9% | +0.9% | +3.0% | +3.6% |
| 30D | +19.7% | +13.7% | +5.9% | +15.0% |
| 3M | +4.3% | +8.0% | -3.8% | +1.7% |
| 6M | +11.4% | +13.3% | -1.9% | +7.7% |
| YTD | +33.9% | +11.8% | +22.1% | +29.5% |
| 1Y | +28.3% | +22.2% | +6.0% | +16.6% |
| All | +28.3% | +22.6% | +5.7% | +16.6% |
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