-18.9%
PNR vs ACGL
+158.6%
-177.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.9% |
| 7D | -3.0% | -2.9% | -0.1% | -2.1% |
| 30D | -14.9% | -2.8% | -12.1% | -14.2% |
| 3M | -19.0% | +6.8% | -25.8% | -20.6% |
| 6M | -35.9% | -1.5% | -34.4% | -35.7% |
| YTD | -43.1% | -0.2% | -42.9% | -43.3% |
| 1Y | -46.4% | +5.3% | -51.7% | -47.5% |
| 3Y | -10.8% | +30.3% | -41.1% | -21.1% |
| 5Y | -18.9% | +151.8% | -170.7% | -49.0% |
| All | -18.9% | +158.6% | -177.5% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling