+33.4%
AG vs PNR
-31.2%
+64.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.3% | +5.9% | +8.0% |
| 7D | -2.6% | +11.9% | -14.5% | -6.2% |
| 30D | -12.1% | +37.1% | -49.2% | -21.3% |
| 3M | -6.6% | +5.7% | -12.3% | -8.5% |
| 6M | -20.5% | -5.7% | -14.8% | -18.7% |
| YTD | -7.4% | -29.8% | +22.4% | +1.5% |
| 1Y | +33.4% | -31.8% | +65.2% | +49.3% |
| All | +33.4% | -31.2% | +64.6% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling