+253.4%
AG vs PNR
-14.5%
+267.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.8% |
| 7D | -6.7% | -6.0% | -0.7% | -4.2% |
| 30D | +2.2% | -14.0% | +16.1% | +8.9% |
| 3M | +15.7% | -21.7% | +37.4% | +27.3% |
| 6M | -23.8% | -37.3% | +13.5% | -7.1% |
| YTD | +17.6% | -45.1% | +62.8% | +50.8% |
| 1Y | +88.6% | -49.1% | +137.8% | +150.6% |
| 3Y | +253.4% | -14.8% | +268.3% | +231.2% |
| All | +253.4% | -14.5% | +267.9% | +231.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling