+24.3%
PNC vs ACM
-48.9%
+73.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.1% |
| 7D | -0.9% | -5.9% | +5.0% | -0.4% |
| 30D | -4.4% | -6.2% | +1.8% | -3.8% |
| 3M | +5.3% | -7.9% | +13.2% | +5.9% |
| 6M | +19.6% | -30.6% | +50.2% | +25.3% |
| YTD | +19.1% | -33.3% | +52.4% | +26.2% |
| 1Y | +24.3% | -49.2% | +73.5% | +32.1% |
| All | +24.3% | -48.9% | +73.2% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling