-98.7%
AMC vs PNR
+109.3%
-208.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.4% |
| 7D | +5.5% | -0.1% | +5.6% | +6.0% |
| 30D | +16.1% | +33.4% | -17.2% | -7.5% |
| 3M | +43.0% | +4.9% | +38.1% | +36.8% |
| 6M | +130.7% | -8.5% | +139.2% | +139.5% |
| YTD | +121.8% | -32.1% | +153.9% | +189.2% |
| 1Y | +40.7% | -35.0% | +75.6% | +90.0% |
| 3Y | -56.8% | +17.6% | -74.4% | -67.5% |
| 5Y | -99.1% | +0.9% | -100.0% | -99.2% |
| 10Y | -98.7% | +101.4% | -200.0% | -99.3% |
| All | -98.7% | +109.3% | -208.0% | -99.3% |
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