+191.0%
PNC vs ACI
+32.8%
+158.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +3.1% | +2.3% | +0.8% | +2.9% |
| 30D | +7.6% | +1.2% | +6.4% | +7.5% |
| 3M | -8.1% | +6.8% | -14.9% | -8.7% |
| 6M | +12.6% | -18.7% | +31.3% | +14.1% |
| YTD | +15.0% | -20.2% | +35.2% | +16.4% |
| 1Y | +30.4% | -23.7% | +54.1% | +32.6% |
| 3Y | +116.1% | -31.6% | +147.8% | +121.0% |
| 5Y | +37.5% | -42.8% | +80.2% | +40.7% |
| All | +191.0% | +32.8% | +158.2% | +206.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling