-99.5%
AMC vs PNR
-17.7%
-81.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -1.5% |
| 7D | -0.8% | -3.0% | +2.3% | +1.4% |
| 30D | -1.2% | -14.9% | +13.7% | +11.0% |
| 3M | +42.2% | -19.0% | +61.3% | +61.0% |
| 6M | +118.8% | -35.9% | +154.7% | +196.7% |
| YTD | +64.1% | -43.1% | +107.3% | +142.2% |
| 1Y | -9.5% | -46.4% | +36.8% | +39.6% |
| 3Y | -64.3% | -10.8% | -53.5% | -68.2% |
| 5Y | -99.5% | -18.9% | -80.6% | -99.6% |
| All | -99.5% | -17.7% | -81.7% | -99.6% |
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