+245.1%
PWR vs ACGL
+33.3%
+211.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +19.1% | -1.2% | +20.3% | +18.9% |
| 30D | -12.0% | +12.8% | -24.8% | -11.3% |
| 3M | -10.6% | +12.3% | -22.9% | -9.8% |
| 6M | -20.8% | +15.8% | -36.7% | -20.5% |
| YTD | +43.7% | +13.9% | +29.8% | +44.3% |
| 1Y | +35.0% | +19.0% | +16.0% | +34.9% |
| All | +245.1% | +33.3% | +211.8% | +261.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling