+86.2%
PSX vs ACGL
+22.9%
+63.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | -7.8% | +1.3% | -9.1% | -7.9% |
| 30D | -9.9% | +14.2% | -24.1% | -11.1% |
| 3M | +16.9% | +11.1% | +5.9% | +15.5% |
| 6M | +48.0% | +16.4% | +31.6% | +46.0% |
| YTD | +98.3% | +13.8% | +84.6% | +90.7% |
| 1Y | +86.2% | +21.6% | +64.6% | +76.4% |
| All | +86.2% | +22.9% | +63.2% | +76.4% |
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