+9.7%
AMZN vs PNR
-43.1%
+52.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.0% | -2.4% | -0.6% | -2.7% |
| 30D | -5.2% | -12.8% | +7.6% | -3.9% |
| 3M | +1.9% | -17.0% | +18.8% | +3.3% |
| 6M | +19.2% | -37.4% | +56.6% | +27.8% |
| YTD | +12.0% | -41.6% | +53.6% | +21.7% |
| 1Y | +9.7% | -44.6% | +54.3% | +20.6% |
| All | +9.7% | -43.1% | +52.8% | +20.6% |
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