+306.9%
PSX vs ACGL
+176.7%
+130.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +6.4% | -1.2% | +7.6% | +6.8% |
| 30D | -10.2% | +12.8% | -23.0% | -13.4% |
| 3M | +17.2% | +12.3% | +4.9% | +13.0% |
| 6M | +51.8% | +15.8% | +35.9% | +44.6% |
| YTD | +108.0% | +13.9% | +94.1% | +98.4% |
| 1Y | +96.1% | +19.0% | +77.1% | +84.3% |
| 3Y | +155.9% | +33.7% | +122.2% | +128.4% |
| 5Y | +306.9% | +173.4% | +133.5% | +138.9% |
| All | +306.9% | +176.7% | +130.2% | +138.9% |
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