+195.2%
AMD vs PNR
-43.1%
+238.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | -2.4% | +4.9% | +3.3% |
| 30D | -0.9% | -12.8% | +11.8% | +3.5% |
| 3M | -8.7% | -17.0% | +8.3% | -2.9% |
| 6M | +136.3% | -37.4% | +173.8% | +180.6% |
| YTD | +123.0% | -41.6% | +164.6% | +172.5% |
| 1Y | +195.2% | -44.6% | +239.8% | +273.8% |
| All | +195.2% | -43.1% | +238.3% | +273.8% |
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