+101.4%
PNR vs ACGL
+332.0%
-230.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.2% |
| 7D | -0.1% | +1.3% | -1.4% | -0.7% |
| 30D | +33.4% | +14.2% | +19.2% | +25.6% |
| 3M | +4.9% | +11.1% | -6.2% | -0.1% |
| 6M | -8.5% | +16.4% | -24.9% | -14.8% |
| YTD | -32.1% | +13.8% | -45.9% | -36.5% |
| 1Y | -35.0% | +21.6% | -56.5% | -41.0% |
| 3Y | +17.6% | +33.5% | -15.9% | -1.1% |
| 5Y | +0.9% | +174.8% | -174.0% | -43.9% |
| 10Y | +101.4% | +330.4% | -229.0% | -15.7% |
| All | +101.4% | +332.0% | -230.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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