+85.5%
AME vs PNR
-21.1%
+106.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | 0.0% | -5.5% | +5.5% | +2.5% |
| 30D | -8.6% | -15.6% | +7.0% | -1.8% |
| 3M | +5.8% | -20.2% | +26.0% | +15.2% |
| 6M | +3.8% | -36.6% | +40.4% | +25.5% |
| YTD | +14.4% | -45.0% | +59.4% | +47.0% |
| 1Y | +25.8% | -47.4% | +73.2% | +65.0% |
| 3Y | +55.2% | -13.7% | +68.9% | +57.8% |
| 5Y | +85.5% | -20.8% | +106.3% | +91.0% |
| All | +85.5% | -21.1% | +106.6% | +91.0% |
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 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