+473.8%
PNC vs ACM
+230.8%
+243.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +1.4% | -3.7% | +5.1% | +3.3% |
| 30D | -3.8% | -11.1% | +7.3% | +0.8% |
| 3M | +9.0% | -8.0% | +17.0% | +11.8% |
| 6M | +16.6% | -29.7% | +46.3% | +35.6% |
| YTD | +20.4% | -29.4% | +49.8% | +38.6% |
| 1Y | +22.3% | -46.4% | +68.8% | +60.4% |
| 3Y | +124.5% | -22.3% | +146.9% | +141.1% |
| 5Y | +54.1% | +4.5% | +49.6% | +40.4% |
| 10Y | +276.3% | +127.6% | +148.6% | +122.7% |
| All | +473.8% | +230.8% | +243.0% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling