+53.1%
AIG vs PNR
-21.7%
+74.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -6.0% | +4.9% | +0.9% |
| 30D | -1.1% | -14.0% | +12.9% | +3.9% |
| 3M | +0.7% | -21.7% | +22.4% | +8.4% |
| 6M | -2.2% | -37.3% | +35.1% | +13.5% |
| YTD | -10.8% | -45.1% | +34.3% | +8.1% |
| 1Y | -2.0% | -49.1% | +47.1% | +22.2% |
| 3Y | +34.8% | -14.8% | +49.7% | +34.0% |
| All | +53.1% | -21.7% | +74.8% | +44.6% |
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