+346.6%
PSX vs ACGL
+337.7%
+8.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +1.1% |
| 7D | -13.1% | +0.9% | -14.0% | -13.7% |
| 30D | -9.5% | +13.7% | -23.3% | -15.8% |
| 3M | +20.2% | +8.0% | +12.1% | +14.8% |
| 6M | +44.9% | +13.3% | +31.6% | +34.1% |
| YTD | +94.4% | +11.8% | +82.6% | +79.9% |
| 1Y | +83.1% | +22.2% | +60.8% | +60.8% |
| 3Y | +132.2% | +32.5% | +99.7% | +87.1% |
| 5Y | +278.8% | +160.2% | +118.7% | +86.0% |
| All | +346.6% | +337.7% | +8.9% | +65.3% |
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