+297.4%
AEM vs PNR
-21.5%
+318.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.6% |
| 7D | -5.0% | -5.5% | +0.4% | -3.9% |
| 30D | +8.5% | -15.6% | +24.0% | +12.2% |
| 3M | +29.3% | -20.2% | +49.5% | +34.8% |
| 6M | -12.9% | -36.6% | +23.7% | -4.9% |
| YTD | +16.8% | -45.0% | +61.8% | +30.3% |
| 1Y | +29.8% | -47.4% | +77.3% | +46.1% |
| 3Y | +336.7% | -13.7% | +350.4% | +337.3% |
| All | +297.4% | -21.5% | +318.9% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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