+424.3%
AG vs PNR
+280.4%
+143.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.2% |
| 7D | -5.8% | -5.5% | -0.3% | -3.3% |
| 30D | +6.4% | -15.6% | +21.9% | +15.0% |
| 3M | +28.4% | -20.2% | +48.6% | +41.0% |
| 6M | -24.5% | -36.6% | +12.2% | -7.7% |
| YTD | +21.2% | -45.0% | +66.2% | +57.3% |
| 1Y | +114.1% | -47.4% | +161.5% | +184.0% |
| 3Y | +268.0% | -13.7% | +281.8% | +277.8% |
| 5Y | +67.3% | -20.8% | +88.1% | +72.9% |
| 10Y | +66.1% | +65.2% | +0.9% | +5.4% |
| All | +424.3% | +280.4% | +143.9% | +82.4% |
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