+32.4%
PWR vs ACGL
+28.7%
+3.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | +2.7% | -14.3% | -10.0% |
| 7D | -4.4% | +8.0% | -12.3% | +0.2% |
| 30D | -15.1% | +17.3% | -32.4% | -6.7% |
| 3M | -16.2% | +11.2% | -27.5% | -10.6% |
| 6M | -23.3% | +18.2% | -41.5% | -16.4% |
| YTD | +37.6% | +15.4% | +22.2% | +52.2% |
| 1Y | +32.4% | +26.5% | +5.9% | +50.5% |
| All | +32.4% | +28.7% | +3.7% | +50.5% |
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