+60.9%
AG vs PNR
-21.5%
+82.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.3% |
| 7D | -5.8% | -5.5% | -0.3% | -3.6% |
| 30D | +6.4% | -15.6% | +21.9% | +13.9% |
| 3M | +28.4% | -20.2% | +48.6% | +39.5% |
| 6M | -24.5% | -36.6% | +12.2% | -9.6% |
| YTD | +21.2% | -45.0% | +66.2% | +52.8% |
| 1Y | +114.1% | -47.4% | +161.5% | +175.4% |
| 3Y | +268.0% | -13.7% | +281.8% | +272.4% |
| All | +60.9% | -21.5% | +82.4% | +44.9% |
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