+2,243.2%
PNC vs ACGL
+4,429.2%
-2,186.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -3.8% | -1.0% | -2.8% | -3.5% |
| 3M | +9.0% | +11.0% | -2.0% | +4.0% |
| 6M | +16.6% | -0.3% | +17.0% | +16.3% |
| YTD | +20.4% | +2.3% | +18.2% | +18.5% |
| 1Y | +22.3% | +6.4% | +16.0% | +18.2% |
| 3Y | +124.5% | +34.0% | +90.6% | +92.0% |
| 5Y | +54.1% | +161.6% | -107.6% | -2.1% |
| 10Y | +276.3% | +278.6% | -2.3% | +108.8% |
| All | +2,243.2% | +4,429.2% | -2,186.0% | +709.0% |
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 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