+98.5%
PNR vs ACGL
+324.4%
-225.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.3% | +2.2% | -1.9% | -0.7% |
| 30D | +31.7% | +12.3% | +19.4% | +25.0% |
| 3M | +2.6% | +11.8% | -9.2% | -2.6% |
| 6M | -6.4% | +17.5% | -23.8% | -13.1% |
| YTD | -33.4% | +14.3% | -47.7% | -37.8% |
| 1Y | -35.1% | +18.2% | -53.2% | -40.3% |
| 3Y | +17.1% | +33.2% | -16.1% | -1.4% |
| 5Y | -3.5% | +174.3% | -177.9% | -46.3% |
| All | +98.5% | +324.4% | -225.8% | -17.8% |
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