-99.0%
AMC vs PNR
+63.0%
-161.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.9% | -2.0% | -2.5% |
| 7D | -6.8% | -3.9% | -2.9% | -3.9% |
| 30D | +1.7% | -13.8% | +15.5% | +13.9% |
| 3M | +26.8% | -22.5% | +49.3% | +50.1% |
| 6M | +117.7% | -37.2% | +154.8% | +204.3% |
| YTD | +57.7% | -44.2% | +101.9% | +140.2% |
| 1Y | -12.5% | -46.6% | +34.2% | +37.8% |
| 3Y | -65.7% | -12.5% | -53.2% | -66.8% |
| 5Y | -99.5% | -19.3% | -80.1% | -99.5% |
| 10Y | -99.0% | +67.5% | -166.4% | -99.4% |
| All | -99.0% | +63.0% | -161.9% | -99.4% |
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 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