+357.1%
PSX vs ACGL
+329.5%
+27.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.4% | -1.4% | +1.0% | +0.4% |
| 30D | -8.1% | +12.4% | -20.5% | -14.0% |
| 3M | +15.9% | +11.1% | +4.8% | +9.0% |
| 6M | +49.4% | +16.3% | +33.0% | +36.3% |
| YTD | +104.7% | +13.8% | +90.8% | +87.6% |
| 1Y | +89.1% | +20.4% | +68.7% | +67.7% |
| 3Y | +151.7% | +33.6% | +118.2% | +102.1% |
| 5Y | +298.3% | +176.8% | +121.5% | +87.8% |
| 10Y | +357.1% | +324.6% | +32.5% | +66.0% |
| All | +357.1% | +329.5% | +27.6% | +66.0% |
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