+50.4%
PNC vs ACI
-43.7%
+94.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -0.7% | -5.0% | +4.3% | -0.2% |
| 30D | -4.4% | -2.3% | -2.1% | -4.2% |
| 3M | +4.5% | -23.2% | +27.7% | +7.3% |
| 6M | +19.1% | -29.5% | +48.5% | +23.3% |
| YTD | +18.0% | -28.6% | +46.6% | +21.6% |
| 1Y | +24.1% | -34.0% | +58.1% | +29.0% |
| 3Y | +130.0% | -45.0% | +175.0% | +143.9% |
| 5Y | +50.4% | -44.0% | +94.4% | +57.6% |
| All | +50.4% | -43.7% | +94.1% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling