+2,348.3%
PWR vs ACGL
+270.2%
+2,078.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | +3.6% | -0.7% | +4.4% | +3.9% |
| 30D | -8.6% | -1.0% | -7.6% | -8.3% |
| 3M | -13.2% | +11.0% | -24.2% | -17.8% |
| 6M | +9.9% | -0.3% | +10.2% | +8.6% |
| YTD | +48.0% | +2.3% | +45.8% | +44.0% |
| 1Y | +66.2% | +6.4% | +59.8% | +58.2% |
| 3Y | +195.1% | +34.0% | +161.1% | +140.4% |
| 5Y | +442.6% | +161.6% | +280.9% | +202.3% |
| All | +2,348.3% | +270.2% | +2,078.1% | +975.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling