+60.9%
AG vs PNC
+50.6%
+10.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.6% |
| 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% | +14.7% |
| 1Y | +114.1% | +24.3% | +89.8% | +100.0% |
| 3Y | +268.0% | +132.2% | +135.9% | +181.2% |
| All | +60.9% | +50.6% | +10.3% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling