+26.7%
AME vs PNR
-47.6%
+74.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.5% | +3.3% |
| 7D | +1.7% | -6.0% | +7.8% | +3.3% |
| 30D | -6.4% | -14.0% | +7.5% | -2.9% |
| 3M | +7.1% | -21.7% | +28.8% | +13.2% |
| 6M | +8.2% | -37.3% | +45.4% | +22.9% |
| YTD | +18.2% | -45.1% | +63.3% | +38.7% |
| 1Y | +26.7% | -49.1% | +75.9% | +53.7% |
| All | +26.7% | -47.6% | +74.3% | +53.7% |
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