+199.0%
AMD vs PNR
-2.8%
+201.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.4% | +12.6% |
| 7D | -11.0% | +2.8% | -13.9% | -13.0% |
| 30D | -30.5% | +31.2% | -61.6% | -42.9% |
| 3M | -8.2% | -2.1% | -6.2% | -8.1% |
| 6M | +6.6% | -14.0% | +20.5% | +15.0% |
| YTD | +109.7% | -33.6% | +143.3% | +173.1% |
| 1Y | +88.9% | -35.2% | +124.1% | +150.4% |
| 3Y | +301.8% | +15.8% | +286.0% | +206.4% |
| All | +199.0% | -2.8% | +201.9% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling