+98.5%
PNR vs ACM
+132.6%
-34.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | -0.1% |
| 7D | +0.3% | +5.6% | -5.4% | -2.7% |
| 30D | +31.7% | +20.8% | +10.9% | +19.3% |
| 3M | +2.6% | +11.4% | -8.8% | -3.3% |
| 6M | -6.4% | +0.9% | -7.3% | -8.0% |
| YTD | -33.4% | -24.8% | -8.6% | -24.6% |
| 1Y | -35.1% | -46.4% | +11.4% | -11.7% |
| 3Y | +17.1% | -9.2% | +26.3% | +17.0% |
| 5Y | -3.5% | +5.0% | -8.5% | -11.8% |
| All | +98.5% | +132.6% | -34.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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