+345.0%
PSX vs ACGL
+161.8%
+183.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +4.5% | -0.7% | +5.3% | +4.8% |
| 30D | +26.6% | -1.0% | +27.6% | +27.0% |
| 3M | +39.3% | +11.0% | +28.2% | +34.4% |
| 6M | +56.8% | -0.3% | +57.1% | +56.2% |
| YTD | +101.8% | +2.3% | +99.5% | +99.0% |
| 1Y | +99.6% | +6.4% | +93.2% | +93.8% |
| 3Y | +140.3% | +34.0% | +106.4% | +111.3% |
| All | +345.0% | +161.8% | +183.2% | +173.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling