+62.8%
PNR vs AEE
+191.1%
-128.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -6.0% | -0.8% | -5.3% | -5.7% |
| 30D | -14.0% | -2.9% | -11.1% | -13.0% |
| 3M | -21.7% | -2.4% | -19.3% | -20.9% |
| 6M | -37.3% | -2.7% | -34.6% | -36.7% |
| YTD | -45.1% | +7.3% | -52.4% | -46.8% |
| 1Y | -49.1% | +7.5% | -56.7% | -50.8% |
| 3Y | -14.8% | +46.2% | -61.0% | -28.3% |
| 5Y | -21.0% | +39.7% | -60.7% | -32.7% |
| All | +62.8% | +191.1% | -128.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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