+67.5%
PNR vs ACGL
+270.1%
-202.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -3.9% | -2.1% | -1.7% | -3.0% |
| 30D | -13.8% | -2.2% | -11.6% | -13.0% |
| 3M | -22.5% | +6.3% | -28.9% | -24.7% |
| 6M | -37.2% | +0.5% | -37.7% | -37.5% |
| YTD | -44.2% | +0.2% | -44.4% | -44.6% |
| 1Y | -46.6% | +7.3% | -53.9% | -48.8% |
| 3Y | -12.5% | +30.8% | -43.3% | -26.5% |
| 5Y | -19.3% | +155.8% | -175.1% | -53.8% |
| 10Y | +67.5% | +276.3% | -208.9% | -23.8% |
| All | +67.5% | +270.1% | -202.7% | -23.8% |
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