+95.5%
PSX vs ACGL
+19.1%
+76.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +7.8% | +2.2% | +5.6% | +7.6% |
| 30D | -10.9% | +12.3% | -23.2% | -12.0% |
| 3M | +14.5% | +11.8% | +2.7% | +13.0% |
| 6M | +56.1% | +17.5% | +38.7% | +53.9% |
| YTD | +109.6% | +14.3% | +95.3% | +101.0% |
| 1Y | +95.5% | +18.2% | +77.4% | +86.3% |
| All | +95.5% | +19.1% | +76.4% | +86.3% |
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 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