+45.2%
AMZN vs PNR
-21.1%
+66.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.5% |
| 7D | -2.7% | -5.5% | +2.8% | +0.1% |
| 30D | -7.5% | -15.6% | +8.1% | +0.6% |
| 3M | +5.8% | -20.2% | +26.0% | +16.2% |
| 6M | +17.5% | -36.6% | +54.1% | +45.7% |
| YTD | +9.1% | -45.0% | +54.1% | +45.6% |
| 1Y | +9.4% | -47.4% | +56.8% | +49.6% |
| 3Y | +82.2% | -13.7% | +95.9% | +76.6% |
| 5Y | +45.2% | -20.8% | +66.0% | +28.6% |
| All | +45.2% | -21.1% | +66.3% | +28.6% |
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 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