+3,555.0%
AEM vs PNR
+3,485.2%
+69.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.6% |
| 7D | +3.0% | -3.9% | +6.9% | +3.6% |
| 30D | +12.5% | -13.8% | +26.3% | +14.9% |
| 3M | +26.9% | -22.5% | +49.5% | +31.5% |
| 6M | -9.4% | -37.2% | +27.7% | -3.3% |
| YTD | +20.3% | -44.2% | +64.5% | +30.4% |
| 1Y | +33.8% | -46.6% | +80.4% | +45.9% |
| 3Y | +349.8% | -12.5% | +362.3% | +352.7% |
| 5Y | +301.0% | -19.3% | +320.4% | +302.9% |
| 10Y | +376.1% | +67.5% | +308.6% | +317.8% |
| All | +3,555.0% | +3,485.2% | +69.8% | +2,716.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling