+5.8%
AMCR vs PNR
-14.5%
+20.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -6.3% | -6.0% | -0.2% | -4.1% |
| 30D | -7.8% | -14.0% | +6.2% | -2.5% |
| 3M | +7.5% | -21.7% | +29.2% | +16.6% |
| 6M | +2.7% | -37.3% | +40.0% | +20.8% |
| YTD | +6.0% | -45.1% | +51.2% | +29.9% |
| 1Y | +7.8% | -49.1% | +56.9% | +35.6% |
| 3Y | +5.8% | -14.8% | +20.6% | +10.3% |
| All | +5.8% | -14.5% | +20.3% | +10.3% |
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 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