-46.6%
PNR vs ACGL
+5.7%
-52.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -3.9% | -2.1% | -1.7% | -3.4% |
| 30D | -13.8% | -2.2% | -11.6% | -13.4% |
| 3M | -22.5% | +6.3% | -28.9% | -22.4% |
| 6M | -37.2% | +0.5% | -37.7% | -36.7% |
| YTD | -44.2% | +0.2% | -44.4% | -43.9% |
| 1Y | -46.6% | +7.3% | -53.9% | -46.7% |
| All | -46.6% | +5.7% | -52.4% | -46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling