+63.3%
PNR vs ACM
+131.7%
-68.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.5% |
| 7D | -5.5% | -5.9% | +0.4% | -2.5% |
| 30D | -15.6% | -6.2% | -9.4% | -13.1% |
| 3M | -20.2% | -7.9% | -12.3% | -17.6% |
| 6M | -36.6% | -30.6% | -6.0% | -24.6% |
| YTD | -45.0% | -33.3% | -11.7% | -33.9% |
| 1Y | -47.4% | -49.2% | +1.8% | -27.5% |
| 3Y | -13.7% | -23.5% | +9.7% | -5.5% |
| 5Y | -20.8% | +0.9% | -21.7% | -25.9% |
| All | +63.3% | +131.7% | -68.4% | -1.6% |
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