-24.4%
AIG vs PNC
+4,054.7%
-4,079.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | -2.4% | -0.9% | -1.5% | -1.8% |
| 30D | -2.9% | -4.4% | +1.5% | -0.3% |
| 3M | +0.8% | +5.3% | -4.5% | -2.7% |
| 6M | -2.7% | +19.6% | -22.2% | -13.4% |
| YTD | -11.2% | +19.1% | -30.3% | -21.3% |
| 1Y | -1.5% | +24.3% | -25.8% | -15.3% |
| 3Y | +34.4% | +132.2% | -97.8% | -24.5% |
| 5Y | +54.4% | +52.3% | +2.1% | +12.0% |
| 10Y | +64.4% | +274.8% | -210.4% | -30.4% |
| All | -24.4% | +4,054.7% | -4,079.1% | -88.6% |
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 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