+96.6%
AMCR vs PNR
+155.4%
-58.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | -5.0% | -5.5% | +0.5% | -3.4% |
| 30D | -8.0% | -15.6% | +7.6% | -3.4% |
| 3M | +14.3% | -20.2% | +34.5% | +21.4% |
| 6M | +5.3% | -36.6% | +41.9% | +19.5% |
| YTD | +7.7% | -45.0% | +52.7% | +26.8% |
| 1Y | +10.8% | -47.4% | +58.3% | +32.1% |
| 3Y | +9.6% | -13.7% | +23.3% | +12.6% |
| 5Y | -10.2% | -20.8% | +10.6% | -8.3% |
| 10Y | +16.5% | +65.2% | -48.7% | +0.1% |
| All | +96.6% | +155.4% | -58.8% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling