+30.7%
AMCR vs PNR
-31.2%
+61.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.3% | 0.0% | +2.1% |
| 7D | +6.2% | +11.9% | -5.7% | +2.2% |
| 30D | +16.0% | +37.1% | -21.1% | +3.5% |
| 3M | +4.4% | +5.7% | -1.3% | +3.0% |
| 6M | +35.5% | -5.7% | +41.2% | +38.2% |
| YTD | +21.5% | -29.8% | +51.3% | +33.1% |
| 1Y | +30.7% | -31.8% | +62.5% | +44.5% |
| All | +30.7% | -31.2% | +61.9% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling