+18,888.1%
AME vs PNR
+3,553.7%
+15,334.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.7% | +1.0% |
| 7D | +2.8% | -3.0% | +5.8% | +4.0% |
| 30D | -6.3% | -14.9% | +8.6% | -0.5% |
| 3M | +5.4% | -19.0% | +24.4% | +13.1% |
| 6M | +7.4% | -35.9% | +43.4% | +25.8% |
| YTD | +16.2% | -43.1% | +59.3% | +41.8% |
| 1Y | +26.8% | -46.4% | +73.2% | +58.2% |
| 3Y | +57.5% | -10.8% | +68.3% | +59.8% |
| 5Y | +84.8% | -18.9% | +103.7% | +91.3% |
| 10Y | +424.3% | +64.4% | +359.9% | +311.6% |
| All | +18,888.1% | +3,553.7% | +15,334.3% | +8,389.8% |
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 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