+34.8%
AIG vs PNC
+131.1%
-96.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -1.1% | -4.4% | +3.3% | +0.6% |
| 3M | +0.7% | +5.2% | -4.6% | -1.4% |
| 6M | -2.2% | +20.6% | -22.8% | -9.1% |
| YTD | -10.8% | +19.8% | -30.6% | -17.4% |
| 1Y | -2.0% | +24.4% | -26.4% | -10.8% |
| 3Y | +34.8% | +131.2% | -96.4% | -2.5% |
| All | +34.8% | +131.1% | -96.3% | -2.5% |
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