+204.9%
PNC vs ACI
+25.9%
+179.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -3.8% | +5.9% | -9.7% | -4.3% |
| 3M | +9.0% | -19.8% | +28.8% | +10.7% |
| 6M | +16.6% | -24.7% | +41.4% | +19.0% |
| YTD | +20.4% | -24.4% | +44.8% | +22.6% |
| 1Y | +22.3% | -31.5% | +53.8% | +25.5% |
| 3Y | +124.5% | -38.7% | +163.2% | +131.8% |
| 5Y | +54.1% | -42.8% | +96.9% | +58.1% |
| All | +204.9% | +25.9% | +179.0% | +222.8% |
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