-99.3%
AMC vs PNR
-2.8%
-96.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +3.6% |
| 7D | +2.6% | +2.8% | -0.2% | +0.9% |
| 30D | +9.0% | +31.2% | -22.1% | -10.4% |
| 3M | +22.2% | -2.1% | +24.2% | +23.7% |
| 6M | +91.5% | -14.0% | +105.4% | +108.8% |
| YTD | +101.3% | -33.6% | +134.9% | +165.6% |
| 1Y | +20.8% | -35.2% | +56.0% | +62.5% |
| 3Y | -71.3% | +15.8% | -87.1% | -79.9% |
| All | -99.3% | -2.8% | -96.5% | -99.5% |
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