+64.2%
AIG vs PNR
+66.2%
-2.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -6.0% | +4.9% | +2.3% |
| 30D | -1.1% | -14.0% | +12.9% | +7.3% |
| 3M | +0.7% | -21.7% | +22.4% | +13.5% |
| 6M | -2.2% | -37.3% | +35.1% | +24.1% |
| YTD | -10.8% | -45.1% | +34.3% | +21.1% |
| 1Y | -2.0% | -49.1% | +47.1% | +39.1% |
| 3Y | +34.8% | -14.8% | +49.7% | +31.8% |
| 5Y | +55.0% | -21.0% | +76.0% | +55.2% |
| All | +64.2% | +66.2% | -2.0% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling