+132.2%
PSX vs ACGL
+31.5%
+100.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.4% | +0.2% |
| 7D | -13.1% | +0.9% | -14.0% | -13.4% |
| 30D | -9.5% | +13.7% | -23.3% | -12.3% |
| 3M | +20.2% | +8.0% | +12.1% | +17.8% |
| 6M | +44.9% | +13.3% | +31.6% | +40.2% |
| YTD | +94.4% | +11.8% | +82.6% | +87.9% |
| 1Y | +83.1% | +22.2% | +60.8% | +72.4% |
| 3Y | +132.2% | +32.5% | +99.7% | +124.4% |
| All | +132.2% | +31.5% | +100.7% | +124.4% |
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 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