+31.8%
PNC vs AGI
-1.1%
+32.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.0% | +1.5% |
| 7D | +2.3% | -5.3% | +7.6% | +2.3% |
| 30D | +7.0% | -7.1% | +14.1% | +7.0% |
| 3M | -7.3% | +4.4% | -11.7% | -7.5% |
| 6M | +8.9% | -23.0% | +31.9% | +9.4% |
| YTD | +15.5% | -22.0% | +37.5% | +14.4% |
| 1Y | +31.8% | +0.3% | +31.5% | +28.5% |
| All | +31.8% | -1.1% | +32.9% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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