+565.7%
AMZN vs PNR
+66.2%
+499.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -0.7% | -6.0% | +5.4% | +1.6% |
| 30D | -3.9% | -14.0% | +10.0% | +1.5% |
| 3M | +6.3% | -21.7% | +28.0% | +15.0% |
| 6M | +20.8% | -37.3% | +58.0% | +41.8% |
| YTD | +11.2% | -45.1% | +56.4% | +37.1% |
| 1Y | +11.7% | -49.1% | +60.8% | +41.7% |
| 3Y | +79.4% | -14.8% | +94.3% | +83.9% |
| 5Y | +48.0% | -21.0% | +69.0% | +47.4% |
| All | +565.7% | +66.2% | +499.5% | +447.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling