+67.2%
AEP vs PNR
-21.7%
+88.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | -6.0% | +5.1% | 0.0% |
| 30D | -1.1% | -14.0% | +12.9% | +1.2% |
| 3M | -3.3% | -21.7% | +18.4% | +0.1% |
| 6M | -4.6% | -37.3% | +32.6% | +1.9% |
| YTD | +9.4% | -45.1% | +54.5% | +19.1% |
| 1Y | +16.9% | -49.1% | +66.1% | +28.9% |
| 3Y | +76.6% | -14.8% | +91.5% | +71.8% |
| All | +67.2% | -21.7% | +88.8% | +53.5% |
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