+141.2%
PSX vs ACGL
+34.2%
+107.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +4.5% | -0.7% | +5.3% | +4.7% |
| 30D | +26.6% | -1.0% | +27.6% | +26.9% |
| 3M | +39.3% | +11.0% | +28.2% | +35.7% |
| 6M | +56.8% | -0.3% | +57.1% | +56.5% |
| YTD | +101.8% | +2.3% | +99.5% | +99.7% |
| 1Y | +99.6% | +6.4% | +93.2% | +95.1% |
| All | +141.2% | +34.2% | +107.0% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling