+271.4%
PNC vs ACGL
+263.8%
+7.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | +0.4% |
| 7D | +2.3% | -2.9% | +5.2% | +4.1% |
| 30D | -3.8% | -2.8% | -1.0% | -2.3% |
| 3M | +7.8% | +6.8% | +1.0% | +3.0% |
| 6M | +19.7% | -1.5% | +21.2% | +19.8% |
| YTD | +19.1% | -0.2% | +19.3% | +17.8% |
| 1Y | +23.1% | +5.3% | +17.8% | +17.4% |
| 3Y | +132.1% | +30.3% | +101.9% | +83.3% |
| 5Y | +52.2% | +151.8% | -99.6% | -27.8% |
| 10Y | +271.4% | +266.9% | +4.6% | +42.0% |
| All | +271.4% | +263.8% | +7.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling