+345.8%
PSX vs ACGL
+332.3%
+13.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.5% |
| 7D | -8.0% | -1.1% | -6.9% | -7.6% |
| 30D | -9.0% | +13.1% | -22.2% | -15.1% |
| 3M | +24.7% | +9.8% | +15.0% | +18.1% |
| 6M | +49.3% | +15.3% | +34.1% | +37.0% |
| YTD | +100.2% | +12.7% | +87.5% | +84.5% |
| 1Y | +88.8% | +20.7% | +68.1% | +67.2% |
| 3Y | +152.5% | +34.3% | +118.2% | +101.9% |
| 5Y | +283.2% | +170.6% | +112.6% | +83.4% |
| 10Y | +345.8% | +330.6% | +15.2% | +64.5% |
| All | +345.8% | +332.3% | +13.5% | +64.5% |
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