+264.1%
AG vs PNC
+129.9%
+134.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.8% | -5.1% |
| 7D | -5.8% | -0.9% | -4.9% | -5.6% |
| 30D | +6.4% | -4.4% | +10.8% | +7.5% |
| 3M | +28.4% | +5.3% | +23.1% | +26.3% |
| 6M | -24.5% | +19.6% | -44.0% | -28.5% |
| YTD | +21.2% | +19.1% | +2.0% | +14.6% |
| 1Y | +114.1% | +24.3% | +89.8% | +100.1% |
| All | +264.1% | +129.9% | +134.2% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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