+14.6%
AMCR vs PNR
+66.2%
-51.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -6.3% | -6.0% | -0.2% | -4.0% |
| 30D | -7.8% | -14.0% | +6.2% | -2.2% |
| 3M | +7.5% | -21.7% | +29.2% | +17.4% |
| 6M | +2.7% | -37.3% | +40.0% | +22.2% |
| YTD | +6.0% | -45.1% | +51.2% | +32.3% |
| 1Y | +7.8% | -49.1% | +56.9% | +38.3% |
| 3Y | +5.8% | -14.8% | +20.6% | +8.6% |
| 5Y | -11.6% | -21.0% | +9.4% | -9.4% |
| All | +14.6% | +66.2% | -51.5% | -13.3% |
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