-19.3%
PNR vs ACM
+2.7%
-22.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -0.3% |
| 7D | -3.9% | -3.7% | -0.2% | -2.0% |
| 30D | -13.8% | -12.7% | -1.1% | -8.3% |
| 3M | -22.5% | -9.8% | -12.7% | -19.1% |
| 6M | -37.2% | -31.4% | -5.8% | -24.4% |
| YTD | -44.2% | -32.1% | -12.1% | -33.4% |
| 1Y | -46.6% | -47.8% | +1.2% | -26.2% |
| 3Y | -12.5% | -22.1% | +9.6% | -7.8% |
| 5Y | -19.3% | +1.8% | -21.1% | -27.1% |
| All | -19.3% | +2.7% | -22.1% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling