+15.8%
PNR vs ACGL
+31.5%
-15.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.7% |
| 7D | +2.8% | +0.9% | +1.9% | +2.7% |
| 30D | +31.2% | +13.7% | +17.4% | +27.5% |
| 3M | -2.1% | +8.0% | -10.1% | -3.8% |
| 6M | -14.0% | +13.3% | -27.2% | -16.1% |
| YTD | -33.6% | +11.8% | -45.5% | -35.3% |
| 1Y | -35.2% | +22.2% | -57.4% | -38.0% |
| 3Y | +15.8% | +32.5% | -16.7% | +18.5% |
| All | +15.8% | +31.5% | -15.7% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling