+1,112.1%
PSX vs ACGL
+716.6%
+395.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.1% |
| 7D | +4.5% | -0.7% | +5.3% | +4.9% |
| 30D | +26.6% | -1.0% | +27.6% | +27.2% |
| 3M | +39.3% | +11.0% | +28.2% | +30.8% |
| 6M | +56.8% | -0.3% | +57.1% | +55.4% |
| YTD | +101.8% | +2.3% | +99.5% | +96.7% |
| 1Y | +99.6% | +6.4% | +93.2% | +89.4% |
| 3Y | +140.3% | +34.0% | +106.4% | +90.7% |
| 5Y | +339.3% | +161.6% | +177.7% | +115.6% |
| 10Y | +369.9% | +278.6% | +91.3% | +80.0% |
| All | +1,112.1% | +716.6% | +395.5% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling