+267.3%
PNC vs ACM
+135.8%
+131.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | +0.7% |
| 7D | -0.7% | -3.7% | +2.9% | +1.2% |
| 30D | -4.4% | -12.7% | +8.3% | +1.5% |
| 3M | +4.5% | -9.8% | +14.3% | +8.4% |
| 6M | +19.1% | -31.4% | +50.5% | +42.2% |
| YTD | +18.0% | -32.1% | +50.1% | +40.4% |
| 1Y | +24.1% | -47.8% | +71.9% | +69.5% |
| 3Y | +130.0% | -22.1% | +152.1% | +144.7% |
| 5Y | +50.4% | +1.8% | +48.6% | +34.4% |
| All | +267.3% | +135.8% | +131.5% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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