+451.1%
AG vs PNC
+511.6%
-60.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | +12.5% | -4.4% | +16.8% | +13.3% |
| 3M | +28.2% | +4.5% | +23.7% | +27.0% |
| 6M | -18.8% | +19.1% | -37.9% | -21.5% |
| YTD | +27.4% | +18.0% | +9.4% | +23.3% |
| 1Y | +132.2% | +24.1% | +108.1% | +122.4% |
| 3Y | +286.9% | +130.0% | +156.9% | +228.8% |
| 5Y | +72.8% | +50.4% | +22.4% | +56.8% |
| 10Y | +74.6% | +271.3% | -196.7% | +29.1% |
| All | +451.1% | +511.6% | -60.5% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling