-67.4%
AMC vs PNR
-9.7%
-57.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +2.3% | -2.4% | +4.7% | +3.3% |
| 30D | -0.7% | -12.8% | +12.0% | +5.2% |
| 3M | +35.2% | -17.0% | +52.2% | +43.8% |
| 6M | +124.6% | -37.4% | +162.0% | +173.7% |
| YTD | +69.9% | -41.6% | +111.5% | +112.9% |
| 1Y | -2.6% | -44.6% | +42.1% | +25.1% |
| All | -67.4% | -9.7% | -57.6% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling