+217.8%
PNC vs ACWI
+226.8%
-9.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | -0.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.6% |
| 30D | +6.5% | -2.8% | +9.3% | +9.9% |
| 3M | -7.6% | -3.2% | -4.4% | -4.4% |
| 6M | +8.5% | +1.3% | +7.2% | +5.9% |
| YTD | +14.5% | +11.2% | +3.2% | -0.4% |
| 1Y | +29.7% | +13.8% | +15.9% | +9.8% |
| 3Y | +115.7% | +76.2% | +39.5% | +6.9% |
| 5Y | +34.6% | +59.5% | -24.9% | -24.2% |
| 10Y | +217.8% | +222.2% | -4.4% | -20.2% |
| All | +217.8% | +226.8% | -9.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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