+66.2%
PWR vs ACGL
+4.8%
+61.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | 0.0% |
| 7D | +3.6% | -0.7% | +4.4% | +3.3% |
| 30D | -8.6% | -1.0% | -7.6% | -8.9% |
| 3M | -13.2% | +11.0% | -24.2% | -11.8% |
| 6M | +9.9% | -0.3% | +10.2% | +9.7% |
| YTD | +48.0% | +2.3% | +45.8% | +49.7% |
| 1Y | +66.2% | +6.4% | +59.8% | +69.5% |
| All | +66.2% | +4.8% | +61.3% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling