+2,070.1%
PNC vs ACGL
+4,853.1%
-2,783.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.6% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | +4.5% | +13.7% | -9.3% | -1.1% |
| 3M | -10.0% | +8.0% | -18.1% | -13.1% |
| 6M | +3.1% | +13.3% | -10.2% | -2.7% |
| YTD | +11.5% | +11.8% | -0.3% | +5.5% |
| 1Y | +27.3% | +22.2% | +5.0% | +16.0% |
| 3Y | +106.4% | +32.5% | +73.9% | +77.9% |
| 5Y | +31.1% | +160.2% | -129.1% | -16.4% |
| 10Y | +231.3% | +338.5% | -107.2% | +73.6% |
| All | +2,070.1% | +4,853.1% | -2,783.0% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling