+987.6%
PNC vs AGI
+5,453.2%
-4,465.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | -0.7% | +2.2% | -2.9% | -0.7% |
| 30D | -4.4% | +11.3% | -15.7% | -4.4% |
| 3M | +4.5% | +5.6% | -1.2% | +4.5% |
| 6M | +19.1% | -27.7% | +46.7% | +19.1% |
| YTD | +18.0% | -4.1% | +22.1% | +18.0% |
| 1Y | +24.1% | +13.8% | +10.3% | +24.0% |
| 3Y | +130.0% | +217.0% | -87.0% | +129.2% |
| 5Y | +50.4% | +404.3% | -353.9% | +49.8% |
| 10Y | +271.3% | +400.5% | -129.2% | +271.7% |
| All | +987.6% | +5,453.2% | -4,465.6% | +1,028.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling