+30.4%
PSA vs ACGL
+159.2%
-128.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.1% |
| 7D | +3.9% | +0.9% | +3.0% | +3.7% |
| 30D | +19.7% | +13.7% | +5.9% | +15.9% |
| 3M | +4.3% | +8.0% | -3.8% | +2.2% |
| 6M | +11.4% | +13.3% | -1.9% | +7.9% |
| YTD | +33.9% | +11.8% | +22.1% | +30.0% |
| 1Y | +28.3% | +22.2% | +6.0% | +21.8% |
| 3Y | +53.5% | +32.5% | +21.0% | +42.1% |
| All | +30.4% | +159.2% | -128.8% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling