+1,279.6%
PNR vs ACGL
+4,429.2%
-3,149.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | -2.4% | -0.7% | -1.6% | -2.2% |
| 30D | -12.8% | -1.0% | -11.8% | -12.5% |
| 3M | -17.0% | +11.0% | -28.0% | -19.6% |
| 6M | -37.4% | -0.3% | -37.1% | -37.5% |
| YTD | -41.6% | +2.3% | -43.9% | -42.2% |
| 1Y | -44.6% | +6.4% | -51.0% | -46.0% |
| 3Y | -12.1% | +34.0% | -46.1% | -21.4% |
| 5Y | -17.4% | +161.6% | -179.0% | -40.4% |
| 10Y | +64.0% | +278.6% | -214.6% | +5.2% |
| All | +1,279.6% | +4,429.2% | -3,149.6% | +502.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling