+201.6%
PNC vs ACI
+17.4%
+184.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.1% |
| 7D | -0.9% | -7.1% | +6.2% | -0.3% |
| 30D | -4.4% | -4.5% | +0.1% | -4.1% |
| 3M | +5.3% | -22.3% | +27.6% | +7.2% |
| 6M | +19.6% | -28.4% | +48.0% | +22.5% |
| YTD | +19.1% | -29.5% | +48.7% | +22.0% |
| 1Y | +24.3% | -34.2% | +58.6% | +27.9% |
| 3Y | +132.2% | -45.7% | +177.9% | +142.2% |
| 5Y | +52.3% | -40.8% | +93.1% | +57.1% |
| All | +201.6% | +17.4% | +184.2% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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